Objective:To explore the relation among depression, anxiety, coping styles and personality in patients with major depression.Method:88 patients with major depression were assessed on admission. The assessments included Self-Rating Depression Scale (SDS), Self-Rating Anxiety Scale(SAS),Eysenck Personality Questionnaire and Coping Styles Questionnaire. Nighty normal controls were assessed with the same instruments too.Results:The patients were found having higher scores in Neuroticism and Psychoticism, and lower scores in Extroversion and positive coping styles than normal controls.Higher scores in SDS, SAS, Neuroticism, and Psychoticism, and lower scores in positive coping styles, were found in the patients with anxiety. Significant relationship was found among depression, SAS, Extroversion, and positive coping styles.The last three accounted for 52.0% of the variance of depression.Conclusion:The patients with major depression have high scores in Neuroticism and Psychoticism, and low in Extroversion and positive coping styles.Those with anxiety scored even higher in SDS, SAS, Neuroticism, and Psychoticism, and lower in positive coping styles.The application of little positwe coping styles moy be a part of Extrovision in major depresion.