The present study used the experience sampling method to detect fluctuations in thinking, such as self-focus or concreteness in daily life, and to examine their relationship with depressive symptoms and concurrent negative affect. Thirty-one undergraduates recorded their negative affect, ruminative self-focus, and concreteness of thinking eight times a day for 1 week. Multilevel modeling showed that individuals with increasing levels of depression showed lower levels of concreteness in their daily thinking. Further analysis revealed a significant positive association between momentary ruminative self-focus and concurrent negative affect only with low concreteness of thinking. These results suggested that individuals with increasing levels of depression chronically process self-related information on an abstract level, which reflects a malfunction of their self-regulatory cycle and might serve to maintain or even exacerbate dysphoric moods.