Mood-induction procedures have been useful to investigate the role of dysfunctional cognitions in depression. In general, studies have shown that individuals with a history of depression endorse more dysfunctional attitudes following the induction of sad mood than never-depressed individuals. However, a recent study failed to find the expected differences between previously depressed and never-depressed participants. In the present study, two widely used mood-induction procedures were compared to investigate the possibility that different mood inductions lead to different outcomes. Forty-eight participants underwent two types of sad mood induction: focusing on a sad memory while listening to music and watching a movie fragment. Consistent with modern cognitive theory, mood-state dependency of dysfunctional cognitions (cognitive reactivity) was much higher in vulnerable individuals. This effect occurred during both mood inductions. However, the effects of the music induction were somewhat larger, and the correlation between change of mood and cognitive reactivity was significant in this condition only. Some other subtle differences between both procedures were found. In conclusion, although the effects of both inductions were largely similar, the musical induction is more sensitive, and is preferable for research into cognitive dysfunction in depression.