Largely there are three types of control that people use to cope with negative emotions: primary, secondary and disengagement control.
Primary control coping is based on changing and influencing our environment in order to cope. Choosing which friends to go out with based on who makes us feel good, problem solving to deal with the situation and engaging in emotion regulation techniques.
Secondary control is coping by adjusting ourselves to the environment, for example accepting the situation.
The third form of coping people engage in is to disengage completely or avoid the object or situation that is causing the negative emotion.
A study just published in Anxiety, Stress & Coping looked at the coping mechanisms of people who had previously been depressed and compared them with the coping mechanisms of people who have never been depressed
They found that people who had never had depression and who tend to use fewer primary coping skills in preference for avoidance coping strategies are significantly more likely to develop depression.
People, whether they had previously had depression or not, who develop secondary coping strategies, accepting the situation and their emotions (which is different to resignation), tend to see a decrease in their depressive symptoms.
They also discovered that people with greater levels of mental flexibility also tended to suffer from less depressive symptoms and recover more quickly from depression than people with less cognitive flexibility.
The researchers recommend that people at risk of depression should either be helped to develop emotion regulation strategies (primary control coping) or acceptance strategies (secondary control coping). Obviously learning both would be better, significantly reducing the risk of depression regardless of whether you have had it or not before.
Reference
Morris, M.C. et al (2014) Executive function moderates the relation between coping and depressive symptoms. Anxiety, Stress & Coping: An International Journal. 2014 June DOI: 10.1080/10615806.2014.925545