OBJECTIVE: Depression is an important health issue in cancer patients. People use different coping strategies and health locus of control to manage stressful situations, which relate to different risks of depression. Coping strategies and health locus of control can be changed by cognitive behavioral interventions. METHODS: In a cohort study, we investigated differences in coping strategy and health locus of control in older (>/=70 years) and middle-aged (50-69 years) cancer patients, and older patients without cancer (>/=70 years), and their association with presence of depression. We also investigated how these factors interact. We used the short version of the Utrecht Coping List, the Multidimensional Health Locus of Control scale, and the 15-item Geriatric Depression Scale. RESULTS: Data were available from 1317 participants. Overall prevalence of depression was 12%. Older cancer patients tended to use an avoiding coping strategy more frequently than middle-aged cancer patients. This was associated with higher risk of depression. Older cancer patients less often used an active coping strategy, in comparison with middle-aged cancer patients, which was associated with a lower risk of depression. Especially in women using a seeking social support strategy, there was a lower risk of depression. Overall, the internal health locus of control was associated with higher and the external 'powerful others' locus with lower risk of depression. CONCLUSIONS: Older cancer patients strongly differ from middle-aged cancer patients, in particular with respect to coping. Interventions to prevent or alleviate depression should incorporate these differences. Copyright (c) 2015 John Wiley & Sons, Ltd.