Employing general strain theory, the authors examine gender differences in the dynamic strain-and-coping relations between GPA, depression, and drinking. Using longitudinal high school data from the Youth Development Study, the authors test five hypotheses. GPA negatively affects drinking (confirming Hypothesis 1), but without consistent gender differences (Hypothesis 1a). GPA also negatively affects depression (Hypothesis 2), and more strongly for girls (Hypothesis 2a). Depression's positive effect on drinking supports Hypothesis 3, but gender comparisons refute Hypothesis 3a. Conversely, drinking positively affects lagged depression (Hypothesis 4), and more strongly for girls (Hypothesis 4a). Finally, drinking's largely absent effect on GPA rejects Hypothesis 5a, whereas depression's negative effect on lagged GPA, stronger among girls, supports Hypothesis 5b and Hypothesis 5c. A deleterious chain of effects occurs across high school, but mostly for girls only, possibly implicating gendered behavioral norms and socialization. This study informs general strain theory by suggesting that alcohol may provide divergent behavioral and emotional coping functions, respectively, for boys and girls.