There are increasing demands in schools to provide social–emotional learning opportunities for students. This article reports on the utility of a universal coping skills program for young people at risk for depression in a rural context. The study deals specifically with the utility of the Best of Coping (BOC) program implemented to all students in Year 9 with a view to examining the benefits for students at-risk for depression. Two cohorts of Year 9 students (N = 159) participated in the program across 2006–07. Program effects were evaluated using the Adolescent Coping Scale and the Kessler Psychological Distress Scale and qualitative interviews. Successful intervention with the BOC was found to help students at-risk decrease dependence on Non-Productive coping strategies and reduce risk for negative mental health outcomes. Findings demonstrated that those in greatest need were able to benefit from a universal intervention program.