According to the transdiagnostic perspective, psychological disorders share common cognitive processes involved in their pathogenesis. One dysfunctional belief that has been found to be associated with several psychological disorders, including major depressive disorder (MDD) and obsessive-compulsive disorder (OCD), is perfectionism. Perfectionism comprises two factors, namely, perfectionistic strivings and perfectionistic concerns. This study aims to replicate and extend previous research in several ways. We aimed to assess similarities between the two disorders using Bayesian statistics. Furthermore, as dysfunctional beliefs are assumed to not be fully accessible by introspection, we included an indirect measure (perfectionism single category implicit association task; SC-IAT). The SC-IAT and a self-report measure of perfectionism (FMPS) was used in patients with MDD (n = 55), OCD (n = 55), and in healthy controls (n = 64). In replication of previous findings, patients with MDD and OCD differed from healthy controls regarding self-reported perfectionism scores. Furthermore, Bayesian statistics showed that the two patient groups did not differ regarding perfectionistic strivings and only showed differences on perfectionistic concerns, when the doubts about actions subscale-which is also closely related to symptoms of OCD-was included. Contrary to our expectations, the SC-IAT did not discriminate groups. In conclusion, these results give further evidence that self-reported perfectionism may serve as a relevant transdiagnostic process. More studies are needed to assess implicit facets of perfectionism.