Analysis of teleseismic data from Degelen and Shagan River (East Kazakh) underground nuclear explosions recorded at two seismic arrays indicates that the low-frequency amplitude ratio P/P coda varies significantly with shot depth. The data set consisted of 22 Degelen (including eight with announced shot depths) and 40 Shagan River explosions recorded at the NORSAR and EKA arrays, respectively. Results from the array data, derived by using a least-squares inversion that isolates the source and receiver terms, should be relatively free from recording site effects. Comparisons are also made of P and P coda from closely located explosions with different shot depths, providing results that are almost free from propagation path effects. A possible explanation for the observed dependence on depth is that scattering of the explosion-generated Rg into P, apparently due to heterogeneities in the source region, is the primary source of teleseismic P coda. The observed long duration of P coda suggests that scattering may occur over a large region of the shallow crust and therefore contribute to the stability of P coda as an estimator of explosive yields. An understanding of the generation of teleseismic P coda from underground nuclear explosions provides useful source information including shot depth.