The present study explored the pathways whereby cognitive variables (worry, rumination) may explain the relation between neuroticism and emotional symptoms in a community sample of adults (N = 499). All participants completed a battery of questionnaires including measures of neuroticism, worry, rumination, anxiety and depression. Multiple mediation and moderated mediation analyses were used. Worry was a common pathway explaining the effect of neuroticism on both anxiety and depressive symptoms. The brooding subtype of rumination significantly mediated the relation between neuroticism and anxiety symptoms, but the reflection subtype did not have a mediating effect. Although worry by itself mediated the association between neuroticism and anxiety symptoms, it required a certain level of brooding to exert its mediating effect on the relation between neuroticism and depressive symptoms. The results are discussed in light of previous research and recent developments in treatment. Clinical implications and suggestions for future research are also discussed.