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This study investigated emotion regulation (ER) difficulties and repetitive negative thinking (RNT) in individuals with depression, anxiety disorders, or both, compared to nonclinical controls. We aimed to determine which aspects of ER difficulties and RNT are transdiagnostic or specific to one of the disorders, and whether the presence of comorbidities is associated with greater ER difficulties and higher levels of RNT. A total of N = 731 participants, including n = 354 individuals with depression, anxiety disorders, or both (mixed group), and n = 377 nonclinical controls, completed the Difficulties in Emotion Regulation Scale (DERS) and the Perseverative Thinking Questionnaire (PTQ). Parametric and nonparametric analyses were conducted to assess group differences and comorbidity effects. The depression and anxiety disorders groups exhibited significantly greater ER difficulties and higher levels of RNT than nonclinical controls. The mixed group showed more pronounced difficulties in certain aspects of ER (nonacceptance of emotional responses, difficulties engaging in goal-directed behavior, impulse control difficulties, and limited access to ER strategies) and higher levels of RNT compared to the single-diagnosis groups. No significant differences were found in emotional awareness and clarity across clinical groups. Evidence regarding the relationship between the number of comorbid diagnoses and the severity of the difficulties was less clear. This suggests that specific disorders may have a more significant impact than comorbidity alone. Our findings highlight the transdiagnostic role of ER difficulties and RNT in depression and anxiety disorders and suggest that they may be a promising target for transdiagnostic interventions. Future research should further explore the nuanced ways in which ER difficulties and RNT vary across different mental disorders.