We investigated the relationship between context-specific social stressors, coping behaviors, and depressive symptoms among adolescents in active duty military families across seven installations (three of which were in Europe) (N = 1036) using a person-centered approach and a stress process theoretical framework. Results of the exploratory latent profile analysis revealed four distinct coping profiles: Disengaged Copers, Troubled Copers, Humor-intensive Copers, and Active Copers. Multinomial logistic regressions found no relationship between military-related stressors (parental separation, frequent relocations, and parental rank) and profile membership. Analysis of variance results revealed significant and meaningful differences between the coping profiles and depressive symptomology, specifically somatic symptoms, depressive affect, positive affect, and interpersonal problems. Post-hoc analyses revealed that Active Copers, the largest profile, reported the fewest depressive symptoms. Accordingly, frequent use of diverse, active coping behaviors was associated with enhanced resilience. Discussion is provided regarding the promotion of adaptive coping behaviors within this developmental period and the context of military family life.