Previous research has found an association between adult attachment style and symptoms of depression among university students and indicated that this relationship may be mediated by dysfunctional attitudes. The present study represents an initial step toward extending these findings to a clinical sample with more severe forms of depression. A sample of psychiatric outpatients diagnosed with major depressive disorder (n = 54) completed measures of adult attachment style, dysfunctional attitudes, and depression. An association was found between insecure attachment style and depression severity. This association was partially mediated by dysfunctional attitudes. These findings are consistent with cognitive-interpersonal models of depression that propose that adverse early experiences may contribute to vulnerability for depression through the establishment of dysfunctional attitudes.