Rumination and worrying are considered possible mediating variables that may explain the relation between neuroticism and symptoms of depression and anxiety. The current study sought to examine the mediational effects of rumination and worry in the relationships between neuroticism and symptoms of depression and anxiety in a sample of clinically depressed individuals (N=198). All patients completed a battery of questionnaires including measures of neuroticism, rumination, worrying, depression, and anxiety. Results showed that in subsequent analyses, rumination and worrying both mediated the relation between neuroticism and depression and anxiety. When rumination and worrying were simultaneously entered in the mediation analysis, only rumination was found to mediate the relation between neuroticism and symptoms of anxiety and depression. Two components of rumination (i.e., brooding and reflection) were also analyzed in the mediational analysis. Both reflection and brooding were significant mediators with respect to depressive symptoms, whereas brooding was the only significant mediator in relation to anxiety symptoms. The results are discussed in the light of current theories, previous research, and recent treatment developments. Clinical implications and suggestions for future research are provided.