Stress is an arguably universal phenomenon that has maladaptive effects on individuals’ mental health (i.e., depression). Individuals traditionally deal with stress through various coping strategies that fall under three coping styles: emotion-oriented coping, avoidance/disengagement coping, and problem-oriented coping. Furthermore, numerous studies have focused on the stress-reducing properties of music, but the literature lacks an examination of the use and effectiveness of music as a coping strategy. The current thesis examined the moderating role of music as a coping strategy in the link between stress and depression. Based on existing research, the author predicted that for participants who endorsed music coping as emotion-oriented or avoidance /disengagement-oriented, there would be an exacerbation of the stress-depression link. However, for participants who endorsed music coping as problem-oriented, there would be an attenuation of the stress-depression link. In an online survey-based study of 207 students attending Arizona State University, the author found that emotion-oriented music coping and avoidance/disengagement music coping exacerbated the relationship between stress and depression. The author, however, did not find support for the prediction that higher endorsement of problem-oriented music coping would buffer the effect of stress on depression. These results suggest that music coping may parallel alternative coping strategies in some respects but not others. Overall, the study findings support the further examination of music as a coping strategy in order to replicate emotion-oriented coping as the primary use of music.