We examined the hypothesis that rejection increases self-directed hostile cognitions in individuals who are high in rejection sensitivity (RS). In four studies employing primarily undergraduate samples (Ns = 83–121), rejection was primed subliminally or through a recall task, and self-directed hostile cognitions were assessed using explicit or implicit measures. Negative or neutral control conditions were used in three of the studies. Measures of RS were obtained in pretesting. High RS participants were more likely than low RS participants to report or show greater self-directed hostile cognitions in rejection conditions, compared to control conditions. Results held when controlling for depressive symptoms, history of self-directed hostile cognitions, and general hostility. RS may represent a unique vulnerability for self-directed hostile cognitions, a predictor of self-harmful behavior.