The study examined perceived racism, its link with depressive symptoms, along with three psychological coping strategies (emotion-focused, problem-focused, and dysfunctional) and ethnic identity as moderators in the racism-depression link among Filipinos working in Macau, China. A convenient Filipino community sample (N=281) was directly approached and recruited at different social and religious venues using an anonymous paper and pencil version of the questionnaire. Results indicated that Filipinos in Macau were experiencing racism and displaying higher level of depressive symptoms when compared with the existing findings of Asian Americans. Analyses showed that a link of perceived racism with depressive symptoms was supported after having controlled the effect of general stress and social desirability. Hierarchical regression analyses did not support the moderating effect of three coping strategies and ethnic identity on the impact of perceived racism on depressive symptoms for this sample. However, the main effect of problem-focused coping and dysfunction coping on depressive symptoms were detected. Furthermore, for the 40-56 age group, a significant two-way interaction between dysfunctional coping and perceived racism was found. A higher frequency of adopting dysfunctional coping to deal with perceived racism appeared to predict more depressive symptoms.