Migrant children are at high risk for depression, though the exact mechanism is still unclear. This study investigated whether and how different stress mindsets and coping strategies mediated the association between stressful experiences and depression in migrant children, and whether these relationships would be moderated by gender. One hundred and ninety-eight rural-to-urban migrant children in Beijing, China, completed self-administered measures of stressful experiences, threat and challenge mindsets, coping strategies, and depression. Path analysis was conducted to examine the proposed mediation model. (...) A dual-pathway model of stress coping was discovered: a stress-threat-avoidance-depression pathway, in which threat mindset and avoidant coping mediated the association between stressful experiences and depression, and a challenge-approach-enhancement pathway, in which approach coping mediated the association between challenge mindset and fewer depressive symptoms, without being influenced by stressful experiences. The dual-pathway mechanism did not vary by gender, and it can explain the greater vulnerability of girls to depression. Together, findings suggest that stressful events, threat mindset, and avoidant coping act as risk factors for depression, whereas challenge mindset and approach coping can function as protective factors to counteract the impacts of stressful experiences and promote psychological well-being among migrant children. (shrink)