Individuals who depressively ruminate about their current dysphoria tend to perseverate more than nonruminators. The goal of the current study was to determine whether such perseverative tendencies are associated with an inability to switch attention away from old to new information or with an inability to effectively inhibit the processing of previously relevant information. We used a task-switching paradigm that can distinguish between these two processes. Two experiments showed that depressive rumination is associated with a deficit in inhibiting prior mental sets. The second experiment also demonstrated that, in contrast to depressive rumination, angry and intellectual rumination are associated with difficulties in switching to a new task set, but not with inhibition of a prior task set. This study suggests that different forms of rumination are associated with different cognitive mechanisms and that both deficits may contribute to the perseveration that is associated with ruminative tendencies.