This study aims to investigate whether attentional biases typically associated with depression and anxiety already exist on a sub-clinical level. A transdiagnostic characteristic, both affective disorders have in common at a sub-clinical level, is persistent negative thinking (PNT), called rumination in depression and worrying in anxiety disorders. We investigated the association between these two types of PNT and attentional biases, using two different versions of the exogenous cueing tasks (ECT) in two different experiments. In Experiment 1, the cues of the ECT were negative and positive personality traits. This allowed us to investigate whether high-ruminators (N = 29), analogous to depressed patients, have difficulties to disengage attention from negative personality traits, as compared to low-ruminators (N = 40). In Experiment 2, the cues of the ECT were negative words related to themes participants frequently worry about versus positive words. This was done to investigate whether high-worriers (N = 26), analogous to anxious persons, have a strong tendency to automatically direct attention toward worry-related information, as compared to low-worriers (N = 27). The results of Experiment 1 showed that high-ruminators have difficulties to disengage their attention from negative personality traits. The results of Experiment 2 indicated that there were no attentional biases for high-worriers. These results show that the attentional bias typically associated with depression is already present at a sub-clinical level, whereas this seems not to be the case for the attentional bias typically associated with anxiety.