In the western world, it is well known that the unequal distribution of power and resources unjustly impacts on peoples’ opportunity to lead their best lives, and on their health and recovery. Health inequalities can be observed across the border and they have a significant role to play for the 1billion people currently suffering with mental health difficulties and suicidality. Despite wide acknowledgement of the relationship between socioeconomic determinants and mental health ranging from research to politics, current efforts have not been able to put a halt to these issues that are steadily increasing to affect larger percentage of the world population. Partly this could be attributed to a lack of understanding and knowledge about the mechanism underlying the relationship between the socioeconomic environment and mental health. The present thesis is framed within a critical realist research paradigm and consists of four studies (a systematic review, a secondary public health data analysis, and two cross-sectional analyses of primary data). It aims to explore the potential role of cognitive ruminative thinking as a mediator in the relationship between individual socioeconomic indicators (both absolute and relative) and a range of mental health outcomes (depressive, (hypo-)manic mood, hallucinations, suicidality). It examines this for different subtypes of rumination (negative, positive, transdiagnostic), which allows for a more comprehensive understanding. The systematic review finds mixed evidence about the relationship of positive rumination and mood, but in doing so indicates the need to include positive rumination in the mediational model built. The public health secondary data offer the opportunity to test the mediational in a large general population sample. The findings are supportive of the hypothesized mediational role and thus the next two studies use data from a built-for-purpose survey that leads to the examination of a series of iterations of the mediational models for the different predictors, mediators, and outcomes included. In short, the present thesis tests previously developed theoretical models of the potentially underlying mechanisms of effect and expands these. Despite the explorative nature of the studies, the findings uncover an underlying mechanism of effect through cognitive rumination that can improve theoretical insight and thus practice and policy by identifying specific pathways of effect.