With the development of cognitive models of depression, interest in identifying an enduring cognitive style characteristic of depression-prone individuals has increased. However, empirical evidence for cognitive vulnerability of this kind is as yet sparse. The paper describes the development of a Cognitions Questionnaire (CQ), designed not only to provide an overall measure of depressive cognitive style, but also to assess specific dimensions of negative thinking in relation to different types of hypothetical events. Results of a study investigating the CQ's association with depression and its capacity to detect residual cognitive vulnerability following an episode of depression are reported.