Trait rumination, a tendency to focus on depressive symptoms and negative information, is associated with longer and more severe episodes of depression. This study examined whether trait rumination was also associated with initial remission from unipolar depression in Cognitive Therapy, which we hypothesized would target this coping style. Eighty one patients completed measures of depressive severity and rumination before and after 16–20 sessions of procedurally determined Cognitive Therapy. Pre-treatment rumination and severity were generally associated with later initial remission and lower odds of achieving remission. Limited evidence also suggested that for the most severe patients, rumination was associated with earlier initial remission and greater odds of achieving initial remission. Cognitive Therapy was associated with significant reductions in both rumination and severity. Results suggest that (1) pre-treatment assessment of rumination and severity could help to plan treatment course and (2) Cognitive Therapy is associated with changes in cognitive coping styles.