Research reports indicate that approximately one third of retirees have difficulties adjusting to retirement. Depression is one possible consequence of adjustment difficulty. The present study was aimed at determining the general and sex-specific effects for how dispositional coping strategies and the two components of personal control predict depression in recent retirees. The research participants were 188 women and 159 men who had been retired for a maximum of four years after at least 20 years of full time employment. Hierarchical regressions were run separately for each sex while controlling for the effects of subjective stress and demographic variables. Results suggest how coping strategy effectiveness may be interpreted in the context of personal control to account for men's and women's individual differences in resilience during the retirement transition. Such information will be relevant and informative for researchers in adult development as well as for individuals who are approaching retirement.