The increase in the number of older people and the functional disability associated with increasing age have caused concern regarding the consequences of large numbers of elderly people who are limited in their functional ability. One of the psychological factors that should be related to functional disability in the elderly is the way they cope with stress. The present study examines the use of proactive coping in the elderly in relation to their depression and their functional ability. Results of structural equation modeling showed that proactive coping was negatively associated with functional disability and with depression. Social support was positively associated with proactive coping and negatively with depression. Depression was positively associated with functional disability. A significant implication of the results is the importance of studying the combined relationship of social support and coping to elderly functioning.