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Rumination and worry, two forms of perseverative thinking, hold promise as core processes that transect depressive and anxiety disorders. Whereas previous studies have been limited to the laboratory or to single diagnoses, we used an experience sampling methodology to assess and validate rumination and worry as transdiagnostic phenomena in the daily lives of individuals diagnosed with major depressive disorder (MDD), generalized anxiety disorder (GAD), and co-occurring MDD-GAD. Clinical and healthy control participants carried a handheld electronic device for one week. Eight times per day they reported on their current levels of rumination and worry and their theoretically postulated features: thought unpleasantness, repetitiveness, abstractness, uncontrollability, temporal orientation, and content, and overall senses of certainty and control. Both rumination and worry emerged as transdiagnostic …