Rumination is described as the propensity of responding to distress by repetitively and passively focusing on one’s negative emotions, and failures, and their consequences (Nolen‐Hoeksema, 1991, 1998). Therefore, given that rumination is characterized especially by difficulties in managing and controlling negative emotional states, it is considered as the most common (impaired) emotional regulation strategy, and can be defined as an emotional process related to a repetitive, undesired, and past‐oriented negatively inclined thought (Compare, Zarbo, Shonin, Van Gordon, & Marconi, 2014; Smith & Alloy, 2009). Recent evidence suggested that because of problems related to monitoring of negative states, rumination may be associated with exaggerated physiological reactivity relative to demands from the environment, and to some difficulties in attentional control abilities. The current study aimed at deepening our understanding of the role that a maladaptive emotional regulation strategy – such as rumination – might play in physiological response changes and in engaging dysfunctional attentional strategies. We used a multimethod assessment including self‐reports (i.e., Rumination and Reflection Questionnaire, and Difficulties in Emotion Regulation Scale ), physiological measures, (i.e., Heart Rate Variability recording), and attention tasks (i.e., Stroop Task ) in order to examine the multiple aspects of rumination across genders. Sixty‐eight individuals (30 males and 38 females) were administered DERS −16, RRQ and, soon after them, the Stroop task. Immediately after completing the Stroop task (T1), participants were exposed to a three‐phase, baseline‐stress‐recovery experimental paradigm while their heart rate variability (HRV) was recorded. After completing the experimental paradigm, Stroop stimuli were presented for the second time (T2), in order to examine possible intra‐individual differences between the two performances in the Stroop task. Our findings showed that rumination was higher in females than in males, but in men it appeared to be strongly associated with an overall impaired emotional regulation. However, no gender differences in rumination and emotion dysregulation were found when inspecting physiological data. The current study aims to contribute towards a better understanding which emotion regulation strategies and which physiological mechanisms are associated with rumination.