Previous studies have identified links between attraction to negative emotion in music with the traits of absorption and rumination. However, no studies have examined the possible interdependencies and influences of these traits. We sought to determine whether a cognitive processing path that leads to attraction to sad music could be identified. We argued that auditory imagery might be an interesting competency to add to the investigation because of the links between imagery and absorption. Participants completed validated surveys measuring the three target cognitive measures, as well as a Like Sad Music Scale. Mediation analysis revealed that absorption mediated imagery in response to sad music, as predicted, and rumination predicted attraction to sad music independently of the other traits. Suggestions for expanding the cognitive process path are proposed, including further investigation of the possible central role of absorption.