The sensitivity of depressives' and nondepressives' attributions to covariation information is investigated. Individuals differing in depression made attributions in response to descriptions of negative situations, either without or with additional covariation information designed to lead to external and specific (Studies 1, 2, and 3) or to internal, stable, and global attributions, or to both (Studies 2 and 3). Covariation information modified attributions in the expected directions equally strongly for both mood groups. In Study 4, covariation information was assessed rather than provided. Depressives were more prone than nondepressives to assume low consensus, low distinctiveness, and high consistency for negative events. Depressives' causal conclusions from the self-perceived covariation information were more negative but correlated more strongly with self-perceived covariation than did nondepressives' attributions.