Like many other mental disorders, depression is characterised by psychological inflexibility. Two instances of such inflexibility are rumination: repetitive cognitions focusing on the causes and consequences of depressive symptoms; and emotional inertia: the tendency for affective states to be resistant to change. In two studies, we tested the predictions that: (1) rumination and emotional inertia are related; and (2) both independently contribute to depressive symptoms. We examined emotional inertia of subjective affective experiences in daily life among a sample of non-clinical undergraduates (Study 1), and of affective behaviours during a family interaction task in a sample of clinically depressed and non-depressed adolescents (Study 2), and related it to self-reported rumination and depression severity. In both studies, rumination (particularly the brooding facet) and emotional inertia (particularly of sad/dysphoric affect) were positively associated, and both independently predicted depression severity. These findings demonstrate the importance of studying both cognitive and affective inflexibility in depression.