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Rumination, an internal cognitive state characterized by recursive thinking of current self-distress and past negative events, has been found to correlate with the development of depressive disorders. Here, we investigated the feasibility of using connectivity for distinguishing different emotional states induced by a novel free-streaming, subject-driven experimental paradigm. Connectivity between 78 functional regions of interest (ROIs) within 14 large-scale networks and 6 structural ROIs particularly relevant to emotional processing were used for classifying 4 mental states in 19 healthy controls. The 4 mental states comprised: An unconstrained period of mind wandering; a ruminative mental state self-induced by recalling a time of personal disappointment; a euphoric mental state self-induced by recalling what brings the subject joy; and a sequential episodic recollection of the events of the day. A support vector machine achieved accuracies ranging from 89% to 94% in classifying pairs of different mental states. We reported the most significant brain connections that best discriminated these mental states. In particular, connectivity changes involving the amygdala were found to be important for distinguishing the rumination condition from the other mental states. Our results demonstrated that connectivity-based classification of subject-driven emotional states constitutes a novel and effective approach for studying ruminative behavior.