Objectives Describe and quantify coping skills and prevalence of depressive symptoms in parents of children with special health care needs (CSHCN). Describe the association of coping skills with parental depressive symptoms, severity of child’s condition and family demographic characteristics. Methods A baseline questionnaire was administered to parents of CSHCN 2–11 years old. Data were analyzed cross-sectionally. Coping skills were assessed using F-COPES, and depressive symptoms were measured using CESD 10, both previously tested tools. Multivariable regression models measured the association of coping skills with depressive symptoms, parents’ rating of severity and demographic characteristics. Results Among 129 parents 54% had depressive symptoms above standard normal threshold. Parents with better coping skills had significantly fewer depressive symptoms. The severity of child’s condition, parental marital status and employment status were significantly related to depressive symptoms; after accounting for these factors, better coping skills were still associated with fewer depressive symptoms (P-value < 0.05). Conclusions Parents of CSHCN are at increased risk for depressive symptoms, especially if single and unemployed. In this study better parental coping skills were associated with fewer depressive symptoms, regardless of the severity of child’s condition; and remained significant after accounting for demographic factors. Educational interventions to improve coping skills for parents of children who have a variety of diagnoses and severity levels may potentially mitigate the manifestation of depressive symptoms and in turn improve parenting.