Anxiety and depressive symptoms are associated with lower levels of mindfulness, yet few studies to date have examined facets of mindfulness in adults with generalized anxiety disorder (GAD). In this study, we examined differences in mindfulness between individuals with GAD with and without concurrent major depressive disorder (MDD) and/or dysthymic disorder (DD). We also examined the associations of anxiety and depressive symptoms with facets (subscales) of mindfulness. We hypothesized that individuals with primary GAD and co-occurring MDD/DD would exhibit lower mindfulness than those without a concurrent depressive disorder. We also hypothesized that mindfulness would be negatively correlated with worry and depressive symptom severity. Subjects were 140 adults (M (SD) age = 33.4 (12.9); 73% female) with a primary diagnosis of GAD; 30.8% (n = 43) also met criteria for current MDD/DD as determined by a structured clinical interview for DSM-IV. Current worry and depressive symptoms were assessed using self-report measures at baseline of a 12-week treatment study. Individuals with GAD and co-occurring MDD/DD exhibited significantly lower mindfulness than those without a depressive disorder diagnosis and specifically lower scores on the Awareness sub-scale compared to individuals with primary GAD and no comorbid depression. In terms of the dimensional impact of worry and depression ratings, depression symptoms independently predicted lower Awareness scores and worry independently predicted lower levels of Nonreacting and Nonjudging sub-scales.