The present study examined whether adaptive and maladaptive perfectionism, acculturative stress, and three coping strategies (reflective, suppressive, and reactive) have interaction effects in predicting depression. Data were collected from 789 international students at seventeen different college campuses across the United States using an online survey. Results from hierarchical regression analyses indicated that there were significant main effects for adaptive perfectionism, maladaptive perfectionism, acculturative stress, and three coping strategies. Results also indicated that there were four significant two-way interactions among the variables in the prediction of depression. Ineffective coping (suppressive and reactive) moderated the relationship between acculturative stress and depression. Maladaptive perfectionism moderated the relationship between acculturative stress and depression. Reflective coping moderated the relationship between maladaptive perfectionism and depression only for students with relatively higher maladaptive perfectionism. There were no significant three-way interactions among the variables in the prediction of depression. Implications for counseling and future research suggestions are discussed.