Objective Women with menstrually related mood disorders (MRMDs) demonstrate clinically significant distress during the premenstrual week that remits with the onset of menses. Relatively little is known about psychosocial mechanisms of MRMDs. Given the core affective and behavioral symptoms of MRMDs, dysfunctional responses to emotion (e.g., difficulties with awareness and regulation of emotion; rumination and impulsive or maladaptive behavior in response to emotion) may be important factors to explore as cognitive and behavioral mechanisms in MRMDs. The purpose of the present study was to examine the associations of various dysfunctional responses to emotion (as measured using the Difficulties in Emotion Regulation Scale [DERS] and brooding on the Ruminative Responses Scale [RRS]) with premenstrual symptom severity and trajectory. Method A total of 54 women (mean age = 38.11; 65% Caucasian) with prospectively confirmed MRMDs completed the DERS and RRS, and provided 2–4 menstrual cycles of daily symptom reports. Results Only the emotion‐related impulsivity subscale of the DERS was robustly associated with premenstrual symptom severity. Brooding rumination predicted a more rapid premenstrual increase and slower postmenstrual remission of some symptoms. Conclusion Both rumination and emotion‐related impulsivity may be important treatment targets in cognitive behavioral interventions aimed at reducing symptom severity and cyclicity in MRMDs.