Research indicates that seasonal fluctuations in vegetative functions (e.g., sleep, appetite, and energy) occur to varying degrees in the general population and a large fluctuation in vegetative functioning is often considered the core of seasonal affective disorder (SAD). The purpose of the present study was to determine if, among those with seasonal changes in vegetative functioning, a cognitive vulnerability to depression is associated with an increased risk for developing the cognitive and affective symptoms of SAD. Results indicate that participants with more dysfunctional attitudes, a more ruminative response style, and a more internal attributional style for negative events report experiencing more severe mood and cognitive symptoms of depression during the winter, controlling for the severity of vegetative symptoms. This was the case both for retrospective reports of typical symptoms and prospective reports of actual symptoms. These results provide support for Young’s dual vulnerability model, in which cognitive factors interact with environmentally mediated biological factors in the pathogenesis of full-symptom SAD, and suggest that cognitively-oriented interventions may be useful as adjunctive or alternative treatments for SAD.