In two studies with college student participants, we explored the ways in which worry and rumination may be similar or distinct. Towards that end, as part of our research, we developed new laboratory measures of worry and rumination. In Study 1, we examined how the new lab instruments we developed differentiate worry versus rumination and initiation versus termination. We did so by comparing them with two other measurement methods of worry and rumination, ecological momentary assessment and questionnaires. We found that the laboratory measures were reasonably able to differentiate worry from rumination, but not initiation from termination. In Study 2, we further examined the relationship between attentional biases to threat/danger and loss/failure (using the dot probe task) and both worry and rumination to explore the nature of distinctions between worry and rumination. We found different patterns of attentional bias associated with worry and rumination. Worry was associated with bias away from threat. In contrast, rumination was associated with bias toward loss/failure. The results of the two studies suggest that there are some meaningful differences between worry and rumination. The implications of the current findings are discussed.