This study examined the relationships among adult attachment, cognitive vulnerabilities for depression and anxiety, affect regulation strategies and psychological distress symptoms. To examine these questions, a total of 259 participants (150 females, 109 males) completed measures assessing the above mentioned variables. The structural equation modeling results indicated that attachment anxiety was related to emotional reactivity and emotional cutoff, as well as cognitive vulnerabilities for anxiety and depression. Attachment avoidance was associated with emotional cutoff and cognitive vulnerabilities for anxiety and depression. In turn, cognitive vulnerabilities for depression were related to both depression and anxiety symptoms, whereas cognitive vulnerabilities for anxiety were not related to either depression or anxiety. However, neither cognitive vulnerabilities nor affect regulation strategies mediated the relationship between adult attachment and psychological distress symptoms. Conceptual and measurement issues are addressed and clinical and treatment implications of these findings are discussed.