A grounded theory methodology was used to explore the phenomenon of coping as experienced by adolescents with a mood disorder. Mood disorders among children and adolescents are more persistent than previously thought and have numerous negative associated features, including further episodes of depression, impaired social, academic and vocational relationships, use of alcohol and other drugs, and an increased risk of suicide. Current literature offered little awareness of how adolescents cope with a mood disorder, as well as their perspective of how such an illness impacts their lives. A substantive theory regarding the process of coping for adolescents with a mood disorder was generated from the data collected from one male and eight female adolescents. Using grounded theory coding procedures, a four-phase coping theory identified by the categories feeling different, cutting off connections, facing the challenge/reconnecting, and learning from the experience was developed. The core category identified in this research was An Unplanned Journey: Coping Through Connections. Implications identified for nursing practice, research and education included greater attention on the prevention of adolescent mood disorder, and the education of adolescents about the development and enhancement of healthy coping skills.