Effect of stress and avoidant coping on depression and the moderating role of age among men who have sex with men: Findings from a 6-month prospective cohort study

•The prevalence of probable depression among Men who have sex with men (MSM) was 36.1% at baseline and 34.1% at 6-month follow-up.•After adjusting for background characteristics and baseline depression score, both stress (β =.22, p<.05) and avoidant coping (β =.14, p<.05) showed significant positive relationship with depression at 6-month follow-up.•The interaction effect of age and stress was significant. The effect of stress on depression was stronger among younger MSM.•The interaction effect of age and avoidant coping was significant. The effect of avoidant coping on depression was significant among younger MSM but non-significant among older MSM.