We evaluated the relationship between life events, social support, coping, and depression in 27 male inpatients meeting the requirements for Research Diagnostic Criteria major depressive disorder and in 35 age- and sex-matched nonpatients. Overall, the hospitalized depressed patients reported significantly more events and difficulties than did the controls, but this difference in statistical significance disappeared after excluding from analysis “non-independent” happenings which could have been brought on by depression. More hospitalized depressed patients (23 of 27, or 85%) than controls (8 of 35, or 22.9%) experienced markedly threatening events and difficulties (“marked adversities”) in the 6 months before their interview. The depressed group also reported having significantly fewer social supports, being less satisfied with the emotional component of this support, and using more emotion-focused coping than the controls. A discriminant analysis predicted depressive status from a combination of marked adversities, reduced number of social supports, and greater use of emotion- focused coping. The results indicate that the relationship of life events to depression is complex. The excess number of events might be partly a product of dysfunctional behavior that “produces” depression-related events which might, in turn, exacerbate depression; simultaneously, patients are more likely to experience highly adverse events which might precipitate the depression in the first place. Reduced social supports and the use of emotion-focused coping appear to also be associated with hospitalization for major depression.