Although HIV stigma is a significant predictor of depression, little is known about which factors might most effectively buffer, or attenuate, this effect. We examined whether two coping-related factors - proactive coping and spiritual peace - modified the effect of HIV stigma on likelihood of depression among a sample of 465 people living with HIV/AIDS (PLWHA). In a cross-sectional analysis, we conducted hierarchical logistic regressions to examine the effect of HIV stigma, proactive coping, spiritual peace, and their interactions on likelihood of significant depressive symptoms. Spiritual peace moderated the effect of HIV stigma on depression at high - but not low - levels of HIV stigma. No such effect was observed for proactive coping. Findings suggest that spiritual peace may help counteract the negative effect of HIV stigma on depression. Intervention components that enhance spiritual peace, therefore, may potentially be effective strategies for helping PLWHA cope with HIV stigma. © Springer Science+Business Media, LLC 2011.