This study systematically examined the unique, mediating, and moderating effects of fundamental attachment dimensions (anxiety and avoidance), self-esteem, and self-compassion on the dimensions of rumination (brooding and reflection) and co-rumination. Turkish university students (N = 510) completed the measures of the major variables. Results revealed that attachment anxiety (but not attachment avoidance) and self-esteem predicted both dimensions of ruminations. Self-compassion predicted the brooding dimension of rumination and co-rumination, and moderated the effect of attachment avoidance on the reflection dimension of rumination. Self-compassion also mediated the effect of both self-esteem and attachment anxiety dimensions on brooding and co-rumination, respectively. Results suggested that while attachment anxiety and self-esteem emerged as the predominant predictors of rumination and co-rumination, self-compassion plays an additional role on both rumination and co-rumination via its unique, moderating, and mediating effects. Finally, diverse effects of attachment anxiety and avoidance on co-rumination have critical implications for close relationships.