Having a depressed mother is one of the strongest predictors of depression in adolescence. We investigated whether the stress of having a mother with recurrent depression is associated with dysfunction in adolescents in the HPA axis and whether the tendency to use involuntary coping strategies in dealing with this stress is associated with exacerbation of dysfunction in this system. Sixty-four never-disordered daughters of mothers with recurrent depression (high risk) and 64 never-disordered daughters of never-disordered mothers (low risk) completed diurnal cortisol and stress assessments. High-risk girls secreted more diurnal cortisol than did low-risk girls. Whereas low-risk girls secreted higher levels of cortisol with increasing stress associated with having a depressed mother, no such relation was present in high-risk girls. Finally, in contrast to low-risk girls, girls at familial risk for depression who more frequently used involuntary versus voluntary coping exhibited the greatest elevations in diurnal cortisol. These findings indicate that a tendency to utilize involuntary, as opposed to voluntary, coping strategies in dealing with stress involving maternal depression exacerbates already high levels of cortisol in youth at risk for depression. Future research that examines whether interventions aimed at increasing the use of voluntary coping strategies normalizes HPA axis dysfunction is of interest.