Objective:To explore the relationship between neuroticism and depression, and the mediating effect of coping style.Methods:A total of 274 prision inmates of Fujian province were tested by self-rating depression scale, Eysenck personality questionnaire and coping style questionnaire.SPSS 23.0 was used for data analysis, and Mplus 7.0 was used for structural equation modeling and Bootstrap mediating test.Results:(1) The scores of neuroticism, positive copying style, negative coping style and depression were 11.08±5.51, 32.47±6.45, 28.81±5.96, 41.15±9.07, respectively.Neuroticism was negatively correlated with positive copying style( r=-0.40, P<0.01) and positively correlated with negative coping style( r=0.39, P<0.01) and depression( r=0.69, P<0.01). (2)Neuroticism positively predicted depression and could explain 46.4% variation of depression score( F=46.372, P<0.01). (3)Coping styles (positive coping style and negative coping style) had partial mediating effects between neuroticism and depression.The whole model was well fitted (χ 2/ df=2.364, RMSEA=0.070, NFI=0.993, CFI=0.996, RFI=0.955, IFI=0.996), and the effect size of positive coping style and negative coping style were 0.108(95% CI: 0.061-0.157) and 0.066(95% CI: 0.021-0.109). Conclusion:Neuroticism directly affects depression and indirectly affects depression by means of positive coping style and negative coping style.