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Depression is a disorder of impaired emotion regulation. Consequently, examining individual differences in the habitual use of emotion regulation strategies has considerable potential to inform models of this debilitating disorder. The aim of the current study was to identify cognitive processes that may be associated with the use of emotion regulation strategies and to elucidate their relation to depression. Depression has been found to be associated with difficulties in cognitive control and, more specifically, with difficulties inhibiting the processing of negative material. We used a negative affective priming task to assess the relations among inhibition and individual differences in the habitual use of rumination, reappraisal, and expressive suppression in clinically depressed, formerly depressed, and never-depressed participants. We found that depressed participants exhibited the predicted lack of inhibition when processing negative material. Moreover, within the group of depressed participants, reduced inhibition of negative material was associated with greater rumination. Across the entire sample, reduced inhibition of negative material was related to less use of reappraisal and more use of expressive suppression. Finally, within the formerly depressed group, less use of reappraisal, more use of rumination, and greater expressive suppression were related to higher levels of depressive symptoms. These findings suggest that individual differences in the use of emotion regulation strategies play an important role in depression, and that deficits in cognitive control are related to the use of maladaptive emotion regulation strategies in this disorder.