Study objectives. Systemic lupus erythematosus (SLE) and rheumatoid arthritis (RA) are chronic auto-immune rheumatic diseases associated with higher rates of depression than occur in the general population. The objectives of this study were to examine the extent of depression in a South African sample of patients with SLE and RA, and to examine the role of coping styles, life stress, disease activity and demographic variables in predicting depression Subjects and Methods. The subjects consisted of 51 consecutive SLE and 19 consecutive RA patients attending the rheumatology clinic at Tygerberg Hospital, Care Town. Depression was measured by the Zung Self-Rating Scale for Depression, coping styles by the Medical Coping Modes Questionnaire, life stress by the Life Event Scale, and disease activity by the Lupus Activity Criteria Count. Results. Depression was present in 35% of the SLE patients and in 32% of the RA patients. Because SLE and RA patients did not differ significantly with regard to depression scores, the two groups were combined for statistical purposes. Multiple regression analysis indicated that an acceptance-resignation coping mode and high life stress were significant independent predictors of depression. Conclusions. The results imply that psychotherapeutic assistance to cope with stress can enhance the quality of life of patients with auto-immune rheumatic disease. Interventions aimed at changing a passive, acceptant mode of coping with their illness to a more active, problem-solving coping mode could have a beneficial effect on depressive symptoms in these patients.