Background: The prevalence of depression symptoms among U.S. adults increased dramatically during the early months of the COVID-19 pandemic. We sought to understand the impact of the pandemic on people with a history of depression. Methods: In June 2020, a national sample of 5023 U.S. adults, including 760 reporting past/current diagnoses of depression, completed survey measures related to the COVID experience, coping, anxiety, depression, and PTSD. Results: After adjusting for sociodemographic characteristics, a history of depression increased the odds of negative effects of pandemic on multiple aspects of life: routines, access to mental health treatment, alcohol use, prescription painkiller use, and other drug use. Those with a history of depression also scored significantly higher on the PHQ-8, GAD-7, and PDS-5 (all ps < 0.0001). Greater use of adaptive coping strategies was significantly associated with lower scores, and greater use of maladaptive strategies with higher scores. Individuals reporting a history of depression reported greater use of both adaptive and maladaptive strategies. Conclusions: Adaptive coping strategies appear to be protective and help regulate symptomatology, suggesting that particular focus during the clinical encounter on developing tools to promote well-being, alleviate stress, and decrease perceptions of helplessness could mitigate the effects.