Objective: Symptoms of depression, a frequent problem in people with multiple sclerosis (MS), may be directly related to physiological disease processes or a secondary consequence of living with a chronic debilitating illness. This study examined relationships between neuropathology and psychosocial functioning in the experience of depression in MS. Specifically, we hypothesized that measures of microstructural white matter integrity and coping style would interact to predict depression symptoms. Method: 48 participants (33 female) with MS completed a battery of psychosocial measures, including the Chicago Multiscale Depression Inventory and the COPE Inventory. Participants also completed a diffusion tensor imaging scan, and mean fractional anisotropy (FA) was calculated to assess microstructural white matter integrity. Separate regression models were used to analyze the interaction of mean FA with coping style to predict depression. Results: The main effect of mean FA in predicting depression was not statistically significant. However, there was a significant main effect of Active Coping (ΔR2 = .08; p = .05), and the interaction of FA and Active Coping was also significant (ΔR2 = .10; p < .05). The total model accounted for 23% of variance in depression symptoms. Conclusion: Consistent with hypotheses, these findings demonstrate an interaction of neural and psychosocial factors in predicting depression among people with MS. Specifically, at lower levels of microstructural white matter integrity, participants showed less depression if they used more Active Coping; at higher levels of white matter integrity, participants displayed low levels of depression regardless of coping style. These findings illustrate that increased use of Active Coping moderates the relationship between structural neuropathology and depression in MS.