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This study investigated the possible relationship between negative processing biases and subsequent depression. The Scrambled Sentences Test (SST), a measure of processing bias, was administered to a large sample of undergraduates. Participants also completed self-report measures of thought suppression tendencies, current level of depression, and lifetime worst-depression symptoms. High scores on the SST, reflecting a negative processing bias, predicted depression symptoms measured 4 to 6 weeks later, even after controlling for concurrent and past depression. The SST was administered both with and without cognitive load to all participants. The SST with load predicted subsequent depression for both men and women. The SST without load predicted depression for women only. The SST difference score, a measure of the change in scores between the no-load and load conditions, was a significant predictor of subsequent depression for men but not women. Among men, the combination of high thought suppression with either high SST-load scores or high SST difference scores proved to be a particularly strong indicator of vulnerability to subsequent depression.