The experience of stressful social interactions, negative causal attributions, and the use of maladaptive coping efforts help maintain depression over time in the general population. We investigated whether a similar experience occurs among adults with mild intellectual disability. We compared the frequency and stress impact of such interactions, identified causal attributions for these interactions, and determined the coping strategies of 47 depressed and 47 nondepressed adults with mild intellectual disability matched on subject characteristics. The depressed group reported a higher frequency and stress impact of stressful social interactions, more negative attribution style, and more avoidant and less active coping strategies did than the nondepressed group. Findings have implications for theory building and development of psychotherapies to treat depression.