Recently, there has been an increase in the problem of cyberbullying all over the world, which implies important negative consequences for adolescent victims’ mental health, such as depression. There are few research studies that analyse the role of gratitude and cognitive coping strategies for the consequences of cybervictimisation. To date, there are few studies examining the influence of both these resources in a cyberbullying context. Therefore, the objectives of this research were to analyse the mediating role of maladaptive cognitive emotion regulation strategies (CERS) in the relationship between cybervictimisation and depressive symptoms, and to explore the potential moderating role of gratitude among the study variables. A sample of 1156 students between 12 and 18 years (54.33% females) filled out self-report questionnaires measuring cybervictimisation (ECIPQ), cognitive coping strategies (CERQ-SA), depressive symptoms (DASS-21) and gratitude (GQ-5). The outcomes showed that maladaptive CERS partially mediated the relation between cybervictimisation and depressive symptoms. Furthermore, gratitude buffered the relation between maladaptive CERS and depressive symptoms. These findings provide evidence for the buffering role of gratitude in a more frequent use of maladaptive CERS and depressive symptoms in cybervictimisation. The limitations and implications of the study are discussed.