ABSTRACT: OBJECTIVE:Social anxiety disorder (SAD) and major depressive disorder (MDD) are commonly occurring and frequently comorbid disorders. Though individuals with SAD and MDD are more likely to engage in rumination and worry, relatively few studies have compared individuals with SAD, MDD, or both disorders on their use of these cognitive styles. Similarly, the extent to which the disorders differ in their use of reappraisal remains unclear. Thus, the current study sought to systematically examine rumination, worry, and reappraisal in individuals with and without SAD, MDD, or both disorders. METHODS:The study comprised 330 participants recruited from the community (n = 54 with SAD, n = 61 with MDD, n = 69 with comorbid SAD/MDD, and n = 146 healthy controls). Following confirmation of diagnostic status via clinical interview, participants completed measures of rumination, worry, and reappraisal. RESULTS:Healthy controls reported less use of rumination (i.e., brooding and reflection) and worry than individuals with a psychiatric diagnosis. Individuals with SAD or MDD did not differ from each other, but participants in both groups reported less rumination, particularly brooding, than individuals with comorbid SAD/MDD. Diagnostic group differences in reappraisal only emerged when reappraisal was considered alongside other cognitive styles. Further, moderation analyses indicated that reappraisal was only associated with SAD or MDD when participants also reported high levels of rumination and worry. CONCLUSIONS:Results support transdiagnostic conceptualizations of rumination and worry. They also suggest that reappraisal is only useful when it is used by people who experience frequent and habitual negative cognitions. PRACTITIONER POINTS:Individuals with SAD or MDD report more rumination and worry than healthy controls, but do not differ from each other in their reliance on these cognitive styles. Individuals with comorbid SAD/MDD endorse more rumination than individuals with SAD or MDD alone, even after adjusting for differences in symptom severity. Reappraisal may only predict diagnostic group status when considered alongside other cognitive styles. In particular, high reappraisal may be associated with reduced risk of psychiatric disorder, but only when rumination and worry are also high. LIMITATIONS:The study was limited by its cross-sectional design and reliance on self-report measures. Participants were diagnosed using DSM-IV-TR criteria for SAD and MDD.