Research on cognitive vulnerability to depression has identified negative cognitive style and rumination as distinct risk factors for depression but how rumination would influence negative cognitive style remains unclear. The present study investigated the relationship between rumination and negative attributional style and specifically tested the potential moderating effect of depressive symptoms and processing mode during rumination on activating negative attributional style. After completing the baseline measures of depressive symptoms, dysphoric affect, and negative attributional style, participants were randomly assigned to three experimental conditions: analytical self-focus, experiential self-focus, and distraction, in which the degree of self-focus and mode of processing were manipulated. A second set of mood and cognitive measures was administered afterwards. Results showed that a stronger positive relationship between negative attributional style and level of depressive symptoms was found in the analytical self-focus condition, relative to the experiential and distraction conditions. This finding suggested that processing mode in rumination interacted with depressive symptoms to predict negative attributional style.