A cross-sectional study was conducted to explore the potential association between work environment and/or stress coping ability, and depressive status among caregivers working for “group homes (GHs)” in Japan. In January 2010, 438 out of 700 caregivers working at GHs in Sapporo City returned completed questionnaires to us. The questionnaires consisted of the Center of Epidemiological Scales-Depression, items about worker’s attributions, Ozeki’s coping scale, and so on. An analysis using a logistic regression model was used to find the associations adjusting for gender and age. Subjects who were 45 yr or older, had a spouse, had job training, a standard workload and scored high in emotion-oriented coping were significantly associated with a decreased risk of depression. Subjects who were less proud of their job, less willing to continue care for the frail elderly and had fewer acceptances by their supervisors or colleagues for consultation were significantly associated with an increased risk of depression. This study supports our hypothesis that there can be possible variables among individual factors, work environment and/or coping style for stress which may modulate a risk on the depressive status of caregivers.