<p>Latino/a adolescents are at greater risk of experiencing depressive symptoms than their non-Latino/a White peers, in part due to more exposure to stressful life events (SLEs). Identifying novel, non-stigmatizing factors associated with this increased risk is essential for mitigating depression-based disparities in this population. To that end, this study applied a Response Style Theory framework to examine relations among Latino/a adolescents' coping, sleep, SLE exposure, and their depressive symptoms. Linear regression moderation analyses were conducted with data from 116 Latino/a adolescents (age 13–17&#xa0;years) reporting at least one SLE. Results revealed that rumination was a key factor associated with depressive symptoms in this population, and that this association was stronger for Latino/a adolescents with more SLEs, poorer sleep quality, and longer sleep durations. Exploratory sensitivity analyses suggested that the moderating effect of sleep was primarily observed in adolescents with ≥ 3 SLEs. In contrast, distraction coping was not related to Latino/a adolescents’ depressive symptoms. This study addresses an important gap in the literature by elucidating the interplay between coping and sleep as it relates to the depressive symptoms of Latino/a adolescents with a history of SLEs. In doing so, it provides novel empirical evidence to suggest directions for future research aimed at reducing depression-based disparities in Latino/a adolescents.</p>