Many studies have revealed that individual differences in coping responses to the diagnosis and treatment of breast cancer are associated with psychological adjustment. The vast majority of these studies, however, focus exclusively on urban breast cancer survivors despite that rural breast cancer survivors are likely to have distinct experiences both in general and in relation to breast cancer. The current study quantitatively examined the coping strategies employed by both rural and urban breast cancer patients while they were undergoing radiation therapy. Further, the influence of these coping behaviours on concurrent as well as subsequent depressive symptoms (3 and 6 months later) was examined. The results revealed that the rurality of breast cancer patients was unrelated to the ways in which they coped, but did influence the relationships between some coping responses and depressive symptoms. Specifically, active coping and positive reinterpretation were negatively related to depressive symptoms for more rural breast cancer patients, but not their relatively urban counterparts. Similarly, behavioural disengagement was more strongly related to depressive symptoms for more rural patients. Possible reasons for this pattern of results and implications are discussed.