Objectives: To examine relationships between childhood sexual abuse (CSA), substance abuse, substance abuse relapse, depression and coping styles in an Australian sample. Methods: Participants were 79 adults actively seeking treatment for substance abuse or CSA. CSA and substance use history were assessed using a purpose built questionnaire. Depression was assessed using the Beck Depression Inventory Second Edition (BDI-II), and coping styles were evaluated using the Coping Scale for Adults. Results: Among substance abusers, self-reported CSA history was associated with (1) severe depression; (2) less optimistic coping; (3) longer duration of substance abuse; and (4) the use of drugs to alleviate negative moods. A non-substance-abusing CSA group was remarkably similar to the CSA substance-abusing group on all measures. Penetrative abuse, younger age at CSA onset, and lack of confidence in dealing with CSA were associated with more severe depression in CSA victims. Conclusions: Despite several limitations of the present study, these findings have implications for treatment of substance abusing CSA victims and suggest directions for future research on the CSA-substance disorder relationship.