Rumination was examined as a potential common mechanism linking risk factors with depression. Initially nondepressed individuals (N = 137) were assessed for presence of a ruminative response style and 4 other hypothesized risk factors for depression. They were followed for 2.5 years. Negative cognitive styles, self-criticism, dependency, neediness, and history of past depression were all significantly associated with rumination. Rumination mediated the predictive relationships of all risk factors except dependency with the number of prospective Diagnostic and Statistical Manual of Mental Disorders (3rd ed., rev.; American Psychiatric Association, 1987) major depressive episodes (MDEs; definite and subthreshold) during the follow-up period. In contrast, private self-consciousness did not mediate any relationships between risk factors and subsequent MDEs. Thus, rumination, as a special kind of self-focus, may act as a general proximal mechanism through which other vulnerability factors affect depression.