Background <p>The looming cognitive style (LCS) is a cognitive vulnerability involving the tendency to perceive threats as rapidly escalating. A recent meta-analysis by Yeo et al. (<CitationRef CitationID="CR51">2020</CitationRef>) found that LCS is strongly and predominantly linked to anxiety but is also significantly, though less robustly, associated with depression. This study investigated whether ruminative thinking mediates the relationship between LCS and depression using a prospective longitudinal design. We hypothesized that rumination would mediate the path from LCS to depression, but not the path to anxiety, given rumination’s stronger associations with depressive symptoms.</p> Method <p>University students (N = 247; 77% female; aged 18–60) completed measures of LCS and rumination at baseline, followed by assessments of anxiety and depression at two time points approximately six weeks apart.</p> Results <p>Path analyses supported the primary hypothesis, demonstrating cognitive specificity in the paths of LCS to anxiety and depression symptoms. LCS showed significant total effects on both T2 anxiety and T2 depression. However, when rumination was introduced as a mediator, LCS predicted depressive symptoms solely through an indirect pathway via rumination. In contrast, LCS predicted anxiety symptoms directly, bypassing rumination.</p> Conclusion <p>These findings advance cognitive accounts of anxiety–depression comorbidity by identifying rumination as a disorder-specific mediating pathway for depression. This aligns with theoretical models suggesting that the diminished control associated with a looming cognitive style promotes rumination. The results underscore distinct cognitive pathways through which the tendency to perceive escalating threat contributes to anxiety and depression symptoms.</p>