This brief study employed a qualitative, grounded theory approach within a constructivist paradigm, to explore the coping strategies used by Asian women suffering from depression. Ten Asian women were interviewed about their choice of coping strategies, factors affecting this and how this relates to treatment. The patients were interviewed individually using a brief semi-structured interview. The data were gathered and analysed according to the grounded-theory approach. Findings revealed that coping strategies included religion and prayer, talking, crying and self harm. The strategies were mediated by the individual's perception of the problem as depression, motivating factors and access to help. A distinction is made between general and culture-specific coping strategies and clinical implications for mental health services are also briefly discussed. Limitations of the study were also presented in line with qualitative research guidelines.