Social devaluation of being overweight is common in daily life, but little is known about the weight stigma in romantic relationships. The present study investigated the roles of maladaptive and adaptive coping strategies in the relation between the experience of weight stigma in romantic relationships and depressive symptoms in men and women, respectively. Analyses of gender differences and structural equation modeling yielded several findings. First, while men and women experienced similar levels of weight stigma from their romantic partners, women were more likely to use exercise avoidance, disengagement coping, and reappraisal coping strategies, and to exhibit more depressive symptoms than men. Second, men who experienced weight stigma tended to cope with it through exercise avoidance and disengagement coping, which were related to greater depressive symptoms. Men also coped with weight stigma adaptively via reappraisal coping, which was additionally associated with more positive affect. Third, the relation between the experience of weight stigma and depressive symptoms in women was only explained by using disengagement coping. These findings extend the understanding of weight stigma to a specific context and provide some insight that future interventions to reduce the impacts of weight stigma should be tailored accordingly for men and women.