Emotional disturbances are an inherent aspect of most mental disorders and possibly driven by impaired emotion regulation. In the present study, we examined how exactly affected individuals differ from healthy individuals in regulating their emotions and whether individuals suffering from different mental disorders face similar or distinct difficulty in emotion regulation. We overcome earlier methodological constraints by using a 7-day experience sampling assessing the employment and effectiveness of six regulation strategies real time in 55 individuals with current major depressive disorder, 52 individuals with borderline personality disorder (BPD), and 55 healthy individuals. All participants were female. Both clinical groups employed rumination and suppression more often and acceptance less often than healthy individuals. Depressed individuals ruminated even more often than individuals with BPD. Expressive suppression and rumination showed negative effects on subsequent emotions in all groups. Remarkably, both clinical groups were able to benefit from adaptive regulation strategies if they did select them.