The Existential Model of Perfectionism and Depressive Symptoms (EMPDS) is a promising integrative model. According to the EMPDS, self-oriented perfectionism and socially prescribed perfectionism indirectly influence depressive symptoms through rumination and difficulty accepting the past. Yet, the extent to which self-oriented perfectionism, socially prescribed perfectionism, rumination, and difficulty accepting the past uniquely and collectively influence depressive symptoms is unestablished. Likewise, supporting evidence derives from relatively healthy university students, rendering the generalizability of the EMPDS to more distressed individuals unclear. Our study addressed these important limitations. Data were obtained from 393 depressed individuals. Congruent with the EMPDS, bias-corrected bootstrapped tests of mediation indicated that socially prescribed perfectionism indirectly predicted depressive symptoms through rumination and difficulty accepting the past. In contrast, self-oriented perfectionism indirectly predicted depressive symptoms through rumination, but not difficulty accepting the past. Overall, the current findings highlight similarities and differences between trait perfectionism dimensions in mechanisms that link them with depression.