Depression is among the most debilitating of all mental disorders. Understanding its multifactorial nature presents one of the biggest challenges to improve the current treatments. Our project aims to advance this understanding by mapping the interplay among several key cognitive risk factors for depression. Under scrutiny are cognitive biases in attention, interpretation, and memory that result in the exaggerated processing of negative information and impaired reappraisal to reduce feelings of distress. In three research lines, we expand upon the novel idea that cognitive biases and reappraisal difficulties are highly interactive processes with reciprocal influences of mutual reinforcement. First, we aim to uncover the real-time dynamic interactions between cognitive biases. Second, we aim to reveal how single cognitive biases impair people’s ability to reappraise a stressful event and how impaired reappraisal in turn aggravates cognitive biases. Finally, we aim to unlock how multiple cognitive biases combine to impact reappraisal difficulties in people’s daily lives, and if persisting reappraisal difficulties further consolidate the network of cognitive biases. We utilize a unique combination of complementary and inventive research methods that are rooted in cognitive and clinical science. The knowledge gained of this research will help to formulate better, more complete theoretical models of depression and will guide future developments to improve clinical interventions.