This study examined the relationship between wandering mind, depression and mindfulness. We used the Sustained Attention to Response Task to assess the wandering mind, while the online thought probes were employed as the subjective marker for mind-wandering. The Beck Depression Inventory and Mindfulness Attention and Awareness Scale were used to assess depression and dispositional mindfulness respectively. The results revealed that the wandering mind even without awareness was not only positively associated with depression, but also negatively related to dispositional mindfulness. Depression was negatively related to dispositional mindfulness. These results might provide evidence that a wandering mind is positively associated with depression and mindfulness.