Premenstrual dysphoric disorder (PMDD) is characterized by a cyclical symptom course. Previous research provides limited findings on possible menstrual-cycle-related psychological and psychoendocrinological processes in PMDD. By using ambulatory assessment (AA), we aimed to compare mood and cortisol cyclicity in individuals with PMDD and healthy controls (HC), and to assess effects of habitual and momentary repetitive negative thinking (RNT) and present moment awareness (PMA) on mood and cortisol across the cycle in both groups. Individuals with PMDD and HC (n = 60 each) completed baseline questionnaires on habitual RNT and PMA. Momentary rumination and PMA, positive and negative affect (NA), and saliva-cortisol were assessed over four consecutive days during both the follicular and the late-luteal phase. Individuals with PMDD showed mood cyclicity indicating mood worsening while HC showed cortisol cyclicity indicating decreasing cortisol levels toward the late-luteal phase. In individuals with PMDD, lower habitual RNT and higher habitual PMA predicted better mood only during the follicular phase whereas lower momentary rumination and higher momentary PMA predicted better mood during the late-luteal phase. No effects on cortisol activity were found. In HC, higher habitual PMA predicted lower NA during the late-luteal phase whereas lower momentary rumination and higher momentary PMA predicted stronger cortisol reduction toward the late-luteal phase. While favorable habitual cognitions might not protect individuals with PMDD against premenstrual mood deterioration, respective momentary cognitions may reflect possible protective factors, suggesting an opportunity for microinterventions to directly target late-luteal-phase-specific state processes in affected individuals. The lack of cortisol cyclicity might represent an endocrinological marker for PMDD. (PsycInfo Database Record (c) 2024 APA, all rights reserved).