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. Hierarchical regressions were run separately for each sex while controlling for the effects of subjective stress and demographic variables. The research participants were 188 women and 159 men who had been retired for a maximum of four years alter at least 20 years of full time employment. Results showed that both variables of control were negatively associated with depression scores in both sexes; however, in the hierarchical regressions, mastery did not predict statistically significant variance in men's depression scores beyond the variance explained by demographics and stress. For the women low emotion-focused coping and high avoidance significantly predicted higher depression scores. Only high avoidance predicted the men's depression scores. When the interactions between coping and control factors were entered in the last step, they did not explain statistically significant additional variance for either sex, but the results suggested sex-specific interactions which may guide future research. Results also 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.