Mental health conditions were seen to rise during the COVID-19 pandemic as individuals lost loved ones due to the pandemic, lost jobs, and in many cases had to care for elderly and other loved ones. For students, the pandemic also brought the additional challenge of having to transition to online learning. In this study, we investigated the depression and anxiety levels of students in a Hispanic-serving institution and the coping strategies they used to deal with the stress during the pandemic, and the relationship of students' depression and anxiety levels to their preference of learning and their other demographic characteristics. A survey was administered online via Qualtrics to the students. The depression and anxiety faced by the students in this study could have been attributed to them being majority Latino and economically disadvantaged, which studies have shown to be more disproportionately affected by the pandemic. Students who have taken online courses before were associated with lower depression levels, which may indicate that those who have not taken online courses may have been experiencing more stress with this transition. Students employed approach-based coping strategies instead of avoidance strategies which are known as more positive forms of coping.