Depression is associated with biased interpretations and beliefs that are resistant to change. This kind of cognitive rigidity may depend on two distinct factors—a reduced ability for processing information that conflicts with these interpretations and beliefs and a reduced ability for generating alternative representations. Although depressive symptoms are typically not associated with deficits in common divergent thinking tasks, these tasks may not be sensitive or specific enough to detect the rigid cognition associated with depression. Accordingly, a novel task was developed to assess divergent thinking in line with the level of construal and thematic contents typical of depressive cognition (the Divergent Inference Task—DIT). In a preliminary investigation using a nonclinical sample, depressive symptoms were correlated with deficits in producing divergent interpretations for realistic scenarios using the DIT. This finding may represent an important psychological mechanism that contributes to the persistence of biased interpretations and beliefs in depression.