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The present study is an attempt to examine the relationship between cognitive emotion regulation strategies and anxiety and depression among adults. The rising prevalence of mental illness in today’s world is mainly due to stress, tension or negative life experiences in our day to day life. In this regard, the way in which one’s response to stress and negative life events may be more directly connected to mental health and psychopathology than the nature of stressful experience itself. A representative sample of 30 males and 30 females from Kottayam and Thrissur Districts of Kerala, of 20 – 40 years of age were selected. Cognitive emotion regulation questionnaire was administered to find out the cognitive emotion regulation strategies that participants use in response to the experience of stressful events. The inventory of Beck Depression Inventory -11 was distributed to find out the different symptoms of depression and State – Trait Anxiety Test was used to measure their state and trait anxiety levels. The results of Student t- test showed that, both males and females show significant differences in certain cognitive emotion regulation dimensions like positive appraisal, putting into perspective and other – blame and in depressive symptoms and in one of the anxietal symptom called Tension. And Co–efficient Correlation revealed that, self blame, catastrophizing, rumination and other blame were related with high level of depression and anxiety and subscales like acceptance, positive appraisal and putting into perspective were related with low levels of depression and anxiety. So the study concluded that there is relationship between cognitive emotion regulation strategies and anxiety and depression among adults. And also Cognitive Emotion Regulation Questionnaire (CERQ) has fit psychometric properties and could be used for clinical and investigative purposes.