Abstract Background Caring for a child with cerebral palsy (CP) is an arduous task and the over-reliance on specific coping strategies may predispose caregivers to depression. Objective The aim of this study was to determine the relationship between the different types of coping strategies and presence of depression in caregivers of children with CP. Methods One hundred and thirty two participants were recruited into the study. Their coping styles were measured using the Brief COPE inventory while depression was assessed with Mini International Neuropsychiatric Interview. Results The prevalence of current depressive episodes among the participants was 20.5%. Depression had a strong negative correlation with active coping (r = -0.415), planning (r = -0.432), and positive reframing (r = -0.594), and a weak negative correlation with humor (r = -0.239). But a strong positive correlation with use of instrumental support (r = 0.421) and self-blame (r = 0.448), and a moderate positive correlation with denial (r = 0.313), and behavioral disengagement (r = 0.308). Both emotion-focused (r = -0.361) and problem-focused (r = -0.576) coping style had a strong negative correlation with depression. While dysfunctional coping style had a strong positive correlation with depression (r = 0.489). Discussion Emotional and problem focused coping style were found to more protective against depression than dysfunctional coping styles among care givers of children with CP.