Rumination has been studied extensively as a transdiagnostic variable. The present study explored the relationship between rumination, perfectionism, self-compassion, depression, and anxiety severity in forty-nine adults, with a primary diagnosis of an anxiety disorder. They were assessed on the Ruminative Response Scale of the Response Style Questionnaire, Multidimensional Perfectionism Scale-Short form, Self-compassion scale, the Overall Anxiety Severity Scale, and the Beck Depression Inventory-II. Rumination was positively associated with all three dimensions of perfectionism, depression, and anxiety severity, and was negatively associated with self-compassion. Both socially prescribed perfectionism and self-compassion predicted rumination, and rumination was a significant predictor of depression and anxiety severity. Mediation analysis indicated that rumination mediated the relationship between socially prescribed perfectionism and depression severity. These findings reiterate our understanding of the role of transdiagnostic factors, such as, rumination, and perfectionism in anxiety disorders and the significance of self-compassion-based interventions in the alleviation of anxiety and depression.