Three studies examined mental model generation after preexposure to uncontrollability and in a depressive state. The purpose of the experiments was to test the implications of the cognitive exhaustion model, applying an explicit conceptualization of social mental models and a process-tracing method developed by U. von Hecker (1997). An experimental situation was created for observation of consecutive, rule-based construction steps as a function of input diagnosticity, and for the quality assessment of constructed mental models. The findings show that participants preexposed to uncontrollability, as well as depressed students, were able, as were controls, to identify rule-relevant information needed for model construction. However, they were less able than control participants to engage in a more cognitively demanding and generative step of processing (i.e., in integrating the pieces of input information into a coherent mental model of sentiment relations).