© 2015, Springer-Verlag Wien. The transition to motherhood is stressful as it requires several important changes in family dynamics, finances, and working life, along with physical and psychological adjustments. This study aimed at determining whether some forms of coping might predict postpartum depressive symptomatology. A total of 1626 pregnant women participated in a multi-centric longitudinal study. Different evaluations were performed 8 and 32 weeks after delivery. Depression was assessed using the Edinburgh Postnatal Depression Scale (EPDS) and the structured Diagnostic Interview for Genetic Studies (DIGS). The brief Coping Orientation for Problem Experiences (COPE) scale was used to measure coping strategies 2–3 days postpartum. Some coping strategies differentiate between women with and without postpartum depression. A logistic regression analysis was used to explore the relationships between the predictors of coping strategies and major depression (according to DSM-IV criteria). In this model, the predictor variables during the first 32 weeks were self-distraction (OR 1.18, 95 % CI 1.04–1.33), substance use (OR 0.58, 95 % CI 0.35–0.97), and self-blame (OR 1.18, 95 % CI 1.04–1.34). In healthy women with no psychiatric history, some passive coping strategies, both cognitive and behavioral, are predictors of depressive symptoms and postpartum depression and help differentiate between patients with and without depression.