Bowlby’s attachment theory contends that all individuals develop working models of self and significant others, based on early experiences, that have important implications for understanding adult psychopathology. From a social cognitive perspective these “working models” can be conceptualized in terms of relational schemas that have the same functions as other types of schemas (e.g., organizing information, guiding future behavior, etc.). Cognitive vulnerability models have proposed a pessimistic explanatory style that confers vulnerability to depression and a looming maladaptive style that confers vulnerability to anxiety. The present study examines the pattern of relationships between adult romantic attachment, cognitive vulnerabilities to anxiety and depression, self-reported anxious and depressive symptoms, and both general and specific relationship outcomes. Results suggest that higher levels of attachment insecurity were associated with increased psychological symptoms, higher levels of cognitive vulnerabilities, and greater general and relationship impairments. Moreover, cognitive vulnerabilities partially mediated the relationship between adult attachment and anxious and depressive symptoms, suggesting that insecure attachments may represent a developmental antecedent to cognitive vulnerabilities to anxiety and depression.