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Major depressive disorder (MDD) is one of the most common mental health disorders, which causes substantial suffering in depressed individuals and results in high socioeconomic cost. A large percentage of MDD patients do not respond to current psychotherapeutic treatments for MDD or show substantial residual symptoms after being treated successfully. Deficits in emotion regulation (ER) have often been discussed as a putative maintaining factor in depression and might therefore be an important mechanism of change to improve treatment efficacy for depression. Aim of the current thesis was to examine prospective associations between different aspects of emotion regulation and depressive psychopathology, aiming to better understand longitudinal associations between those two variables. We assessed adaptive ER and psychopathology in a sample of patients suffering from MDD during inpatient treatment for depression at the end of every treatment week. Data were analyzed using latent growth curve (LGC) and latent change score (LCS) models, a specialized type of structural equation models (SEM) well suited for the analysis of reciprocal associations in longitudinal data sets. The first publication of the present thesis examined the longitudinal relation between adaptive ER and depressive symptom severity (DSS). An increase in adaptive ER was found to be related to a decrease in DSS. Furthermore, adaptive ER predicted subsequent changes in DSS. With regard to specific ER skills, the abilities to modify emotions and to accept emotions if necessary showed a significant influence on DSS. Aim of the second investigation was to further investigate differences in adaptive ER of specific affective states and their relation to subsequent DSS. Because emotion regulation is usually operationalized across emotions, it remains unclear whether depressed mood, sadness, anger and anxiety - specific affective states known to be significant in the maintenance of MDD - affect depressive psychopathology in different ways. We found that the adaptive regulation of depressed mood and sadness predicts subsequent reduction of DSS, but not regulation of anger and anxiety. Accordingly, dealing successfully with depressed mood and sadness seems to be of great importance to improving symptoms of MDD. Patients with Major Depression frequently suffer from co-morbid anxiety disorders or an elevated distress level. The third publication therefore investigated whether successful adaptive ER would also improve symptoms of anxiety and general distress. However, no associations between adaptive ER and anxiety symptoms were found. An increase in adaptive ER was associated with decrease in general distress level, but no association of a subsequent reduction were found. Therefore, while adaptive ER seems to play an important role in reducing depressed symptoms, it did not predict a reduction of comorbid anxiety symptoms and general distress. Taken together, the findings of this dissertation emphasize the role of adaptive ER as an important maintaining factor for Major Depression. Furthermore, they underline the importance of a more differentiated view of ER, both in terms of skills and different affective states, which, besides deepening general knowledge about ER skills, could greatly help in augmenting and improving current treatment approaches for Major Depression.