The coronavirus disease (COVID-19) pandemic and associated infection control measures have introduced significant uncertainty, and the unbearable nature of this uncertainty has heightened the risk of mental health issues among college students. This study aimed to assess the impact of unbearable uncertainty during the COVID-19 pandemic on college students’ depression and investigate the mediating role of coping strategies between unbearable uncertainty and depression. A cross-sectional survey was conducted with 714 Chinese university students using the Intolerance of Uncertainty Scale (IUS-12), Brief Coping Style Questionnaire, and Beck Depression Inventory (BDI-II). SPSS PROCESS was used for the partial correlation analyses and structural equation modeling. (1) Negative coping strategies were significantly positively correlated with intolerable uncertainty and depressive symptoms, while positive coping strategies were negatively correlated with both intolerable uncertainty and depressive symptoms. Intolerable uncertainty was significantly and positively correlated with depressive symptoms. (2) Intolerance to uncertainty significantly predicted depressive symptoms. Both negative and positive coping strategies played parallel mediating roles in the relationship between unbearable uncertainty and depressive symptoms among college students. This study found that coping strategies played a mediating role in the relationship between unbearable uncertainty and depression during the pandemic in 2019. Future research and interventions should focus on enhancing tolerance of uncertainty and promoting positive coping strategies.

The coronavirus disease (COVID-19) pandemic continues to spread worldwide, and its related stressors are causing a high prevalence of mental health problems among graduate students. This has the potential for long-term effects on their mental well-being. However, few large-scale studies have been conducted on multiple risk and protective factors. Therefore, we aimed to test the impact of social support on depressive symptoms among graduate students and analyze the mediating role of positive coping and the regulatory role of neuroticism. From 1–8 October 2021, 1812 Chinese graduate students were surveyed online. We used a structural equation model to study the mediating role of positive coping in the relationship between social support and depressive symptoms and used the Hayes PROCESS macro to conduct mediating analysis. The incidence of depressive symptoms was 10.40%. These results showed that positive coping influenced the social support’s influence on depression symptoms to some extent. Moreover, neuroticism regulates the indirect relationship between social support and depressive symptoms through active coping. Further research is needed to assess the impact of various forms of social support on graduate students’ mental health and to develop strategies for maintaining their well-being, such as network mindfulness.