© 2017, Springer Science+Business Media, LLC, part of Springer Nature.This reserach investigates the potential roles of different types of cognitive emotion regulation strategies (CERS) and self-esteem with the one of the most common presentations of mental health pathologies, depression. Two hundred seventy four first year university students participated in the study. Results indicated that in responding to threatening or stressful life situations, self-blame, rumination, refocusing on planning, and self-esteem were identified as predictors of depressive scores. The more frequent use of rumination and self-blame were related to the reporting of higher levels of depression and the more frequent use of refocusing on planning and higher levels of self-esteem were related to the reporting of lower levels of depression. Additionally, results showed that the effects of self-blame, rumination, catastrophizing, acceptance, and refocusing on planning were mediated by self-esteem on depressive symptoms. These findings suggest that different CERS and self-esteem may have an influential role in the severity of depressive symptomatology. Effective clinical focus on self-esteem and the development and active use of adaptive CERS may mitigate depressive symptoms.