Research has shown an important link between depression and rumination. This study set out to explore depression-focused rumination and anger-focused rumination in relation to shame and entrapment, and depression. 166 undergraduate students completed a battery of self-report questionnaires measuring current depression, rumination on depressive symptoms, rumination on anger, and the frequency of shame-focused and entrapment-focused thoughts. Both depression-focused and anger-focused rumination were related to depression, and to the frequency of shame and entrapment thoughts. In a mediational model, the link between depression-focused rumination and depression was partially mediated by feeling trapped by, and wanting to escape from, one's thoughts and feelings. Thus the link between rumination and depression is complex. Although rumination may contribute to depression by generating a spiral of negative thinking and negative feeling, feeling trapped and unable to control one's rumination, and being flight motivated, may add a further dimension to the depressogenic qualities of rumination.