Despite research suggesting that rumination may function as a cognitive avoidance strategy, few studies have examined the presence of rumination or its relationship with other cognitive avoidance strategies (e.g., thought suppression) in individuals with comorbid posttraumatic stress disorder (PTSD) and depression. In the current study, 80 veterans with unipolar depression were categorized into two groups: those with and without a comorbid PTSD diagnosis (PTSD+ and PTSD− groups, respectively). Participants completed a clinician-administered diagnostic interview and measures of clinical symptoms, rumination (brooding, reflection, depressive rumination), and thought suppression. No group differences emerged for the measures of rumination, though the PTSD+ group did report greater use of thought suppression. Diagnostic status moderated the associations between thought suppression and brooding and reflection. Specifically, thought suppression was significantly associated with brooding and reflection for individuals with comorbid depression and PTSD, but not for those with depression alone. Though the presence of rumination did not differ between the two groups, results suggest that the function of rumination may differ across depressed individuals with comorbid PTSD compared to those with depression alone.