Attachment styles and dysfunctional symptoms have been associated. This relationship could be affected by metacognitive capacity. The aim of this study is to clarify the relationship between depressive symptoms, attachment styles, and metacognitive capacity. In addition, the mediating role of metacognition between attachment and depressive symptoms has been studied. A total of 505 participants recruited from the general population of the province of Bizkaia (Spain) completed questionnaires regarding depression, anxiety, mindfulness, decentering, and attachment. Results showed positive and significant relations between (a) dysfunctional symptoms and insecure attachment styles and (b) metacognitive capacity and secure attachment style. Additionally, the mediating role of metacognition between attachment and depressive symptoms was confirmed. Intervention in metacognitive abilities such as mindfulness could be a useful therapeutic tool for depressive symptoms.