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Although past research has shown a correlation between ruminative response style and depression (Nolen-Hoeksema, 1991), the basic relationships among amount of ruminative thoughts, depression, and anxiety has not been established. Scores from the Beck Depression Inventory-Second Edition (BDI-II; Beck, Steer, & Brown, 1996), the Beck Anxiety Inventory (BAI; Beck & Steer, 1993), and the McIntosh and Martin (1992) Rumination Scale were analyzed for 199 participants. The correlation between rumination and depression was .33, between rumination and anxiety was .32, and between depression and anxiety was .56. The partial correlation between rumination and depression (controlling for anxiety level) was .20, and the partial correlation between rumination and anxiety (controlling for depression level) was .17. The finding that rumination is not unique to depression but is also associated with the specific negative affect of anxiety alone might also suggest new treatments of these two prevalent disorders.