Cognitive inflexibility may play an important role in rumination, a risk factor for the onset and maintenance of depressive episodes. In the study reported here, we assessed participants' ability to either reverse or maintain in working memory the order of three emotion or three neutral words. Differences (or sorting costs) between response latencies in backward trials, on which participants were asked to reverse the order of the words, and forward trials, on which participants were asked to remember the words in the order in which they were presented, were calculated. Compared with control participants, depressed participants had higher sorting costs, particularly when presented with negative words. It is important to note that rumination predicted sorting costs for negative words but not for positive or neutral words in the depressed group. These findings indicate that depression and rumination are associated with deficits in cognitive control.