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Individual differences in vulnerability to depression are still underexplored in athletes. We tested the influence of different brooding and reflective rumination profiles (i.e., repetitive thought processes in response to low/depressed mood) on the odds of experiencing clinically relevant depressive symptoms in competitive athletes (N = 286). The Patient Health Questionnaire–9 and the Ruminative Responses Scale–short form were utilized to measure depression and rumination, respectively. Compared to athletes with a low brooding/reflection profile, athletes with a high brooding/reflection profile had significantly higher odds of experiencing clinical levels of depressive symptoms (OR = 13.40, 95% CI = 3.81–47.11). A high reflection/low brooding profile was not, however, related to increased odds of depressive symptoms. Future research could extend our findings by exploring determinants of ruminative tendencies, especially brooding, in athletes. Furthermore, psychological interventions targeting rumination could be examined as a potential prevention and treatment approach to tackling depressive symptoms in athletes.