Objective: In this study, we aimed to test how compulsive buying behavior is affected by self-esteem and coping skills in depressed patients and whether this is related to temperament character traits. Materials and Methods: 106 patients diagnosed with major depressive disorder according to DSM-5 diagnostic criteria and 98 healthy volunteers were included in the study. Hamilton Depression Rating Scale (HDRS), Compulsive Buying Scale (CBS), Compulsive Online Buying Scale (COBS), Coping Orientation to Problems Experienced-R (COPE-R), Temperament and Character Inventory (TCI), Rosenberg Self-Esteem Scale (RSES) were applied to the participants. Results: A significant difference was found in patients with depression in terms of compulsive buying, coping skills, and self-esteem compared to the control group. In addition, the difference between the total scores of the temperament dimensions of harm avoidance, novelty seeking, persistence, and the character dimensions of self-directedness and cooperativeness was found to be significant. There are two models in the study. The firstly revealed that depression severity does not directly affect on compulsive buying behavior, but compulsive buying behavior is indirectly affected by self-esteem and coping skills. The secondly showed that temperament and character traits directly affect coping and self-esteem regardless of the severity of depression. Conclusion: The presence and severity of compulsive buying behavior in patients with depression can be interpreted as an indicator of decreased self-esteem and frequently used maladaptive coping mechanisms.