This study examined drinking to cope with distress and drinking behavior in a baseline sample of 412 unipolar depressed patients assessed 4 times over a 10-year period. Baseline drinking to cope operated prospectively as a risk factor for more alcohol consumption at 1-, 4-, and 10-year follow-ups and for more drinking problems at 1- and 4-year follow-ups. Findings elucidate a key mechanism in this process by showing that drinking to cope strengthened the link between depressive symptoms and drinking behavior. Individuals who had a stronger propensity to drink to cope at baseline showed a stronger connection between depressive symptoms and both alcohol consumption and drinking problems.