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Cross-cultural research suggests that rumination may have weaker maladaptive effects in Eastern than in Western cultural contexts. This study examines a mechanism underlying cultural differences in mental health correlates of rumination from sociocultural cognitive perspective. We propose that cultures differ in how people attribute rumination, which can lead to cultural differences in the link between rumination and mental health correlates. We developed the Attribution of Rumination scale, tested cultural differences (Study 1), and examined its relationship with theoretically related constructs (Study 2). In Study 3, self-doubt attribution moderated the association between rumination and mental health, partly explaining cultural differences in the rumination–mental health link. Study 4 replicated self-doubt attribution moderating the link between rumination and mental health among Asians. Furthermore, greater exposure to American culture was associated with self-doubt attribution. This work provides a novel approach to understanding cultural differences in the association between rumination and negative psychological correlates.