We assessed pathways linking attachment and depression in college students (N = 190) to investigate the interplay of mediators, namely, social support and simultaneous engagement in positive and negative religious coping. Moderated serial mediation models revealed directions in which attachment predicted perceptions of social support, which then predicted negative religious coping and depression. Positive religious coping partially buffered detrimental effects of negative religious coping but could not completely offset the link to depression. Counselor implications are identified.