Depression, stress and anxiety are one of the communities that resemble as indicators for mental health. Depression is considered as a common mental disorder characterised by a swing mood or depressed mood, loss of interest and appetite, sleep disturbances, fatigue or low energy, feelings of low self-esteem and poor concentration. Failure to address this unstable emotion will unfortunately results in serious consequences such as suicide. In addition, depression can make students vulnerable to find balance in their quality of life and negative self-esteem. The aim of this study is to evaluate the level of depression among the students and their coping strategies. This cross-sectional study was conducted from June 2019-March 2020 among dental students of Saveetha Dental College. Study questionnaire was conducted through a Google Form application. The Depression, Anxiety and Stress Scale 21 (DASS-21) inventory was used to measure the level of depression among students with addition of few questions related to coping strategies. This questionnaire consisted of 3 sections: demographic data, 7 questions from DASS (depression scale) and coping strategies. The collected data was validated, tabulated and analysed with Statistical Package for Social Sciences for Windows, version 23.0 (SPSS Inc., Chicago, IL, USA) and results were obtained. Descriptive statistics (frequency distribution and percentage) and inferential statistics (chi-square test) were done. The results showed that the majority of dental students were free from experiencing depression. Some male and female students were having mild (8.77% and 11.40%), moderate (7.02% and 5.26%), severe (3.51% and 6.14%) and extremely severe (1.75% and 4.39%) levels of depression. The most frequently mentioned coping method for relieving depression for male and female students was "emotional discharge" (9.65% and 22.81%), followed by "positive reappraisal" (11.4% and 6.14%). There was statistical significance between coping strategies of depression and gender (p value = 0.03). In the present study, emotional disturbance such as depression exists at a considerable rate among dental students.