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Depression and anxiety symptoms frequently co-occur. Research suggests that a common shared symptom — repetitive negative thinking (RNT) — is a vulnerability factor that develops and prolongs symptoms of affective disorders. A dispositional factor that increases RNT is neuroticism. The mental noise hypothesis of neuroticism suggests that its volatile and reactive nature causes attentional control deficits. As theories of RNT, specifically regarding rumination and worry, indicate such deficits as underlying causes, it is hypothesized that the deficits may mediate the relationship between neuroticism and RNT. This study investigated whether attentional focusing and shifting mediates the relationship between neuroticism and RNT (worry and rumination). Results showed mediational effects of focusing on rumination, while the results on worry were not significant. Neuroticism has been discussed as a temperamental risk factor that increases vulnerability to psychopathology. Future research should employ longitudinal designs and behavioral measures to overcome this study’s limitations.