Three prospective studies examined the relation between adult attachment dimensions and symptoms of emotional distress (anxiety and depression). Across all three studies, avoidant and anxious attachment prospectively predicted depressive symptoms, and anxious attachment was associated concurrently with anxiety symptoms. Study 2 tested a cognitive risk factors mediational model, and Study 3 tested an interpersonal stress generation mediational model. Both cognitive and interpersonal mediating processes were supported. The cognitive risk factors pathway, including elevated dysfunctional attitudes and low self-esteem, specifically mediated the relation between insecure attachment and prospective elevations in depression but not anxiety. For the interpersonal stress generation model, experiencing additional interpersonal, but not achievement, stressors over time mediated the association between insecure attachment and prospective elevations in depressive and anxious symptoms. Results advance theory and empirical knowledge about why these interpersonal and cognitive mechanisms explain how insecurely attached people become depressed and anxious.