Resting-state functional connectivity (RSFC) has been proposed as a potential indicator of repetitive negative thinking (RNT) in depression. However, identifying the specific functional process associated with RSFC alterations is challenging, and it remains unclear whether alterations in RSFC for depressed individuals are directly related to the RNT process or to individual characteristics distinct from the negative thinking process per se. To investigate the relationship between RSFC alterations and the RNT process in individuals with major depressive disorder (MDD), we compared RSFC with functional connectivity during an induced negative-thinking state (NTFC) in terms of their predictability of RNT traits and associated whole-brain connectivity patterns using connectome-based predictive modeling (CPM) and connectome-wide association (CWA) analyses. Thirty-six MDD participants and twenty-six healthy control participants underwent both resting state and induced negative thinking state fMRI scans. Both RSFC and NTFC distinguished between healthy and depressed individuals with CPM. However, trait RNT in depressed individuals, as measured by the Ruminative Responses Scale-Brooding subscale, was only predictable from NTFC, not from RSFC. CWA analysis revealed that negative thinking in depression was associated with higher functional connectivity between the default mode and executive control regions, which was not observed in RSFC. These findings suggest that RNT in depression involves an active mental process encompassing multiple brain regions across functional networks, which is not represented in the resting state. Although RSFC indicates brain functional alterations in MDD, they may not directly reflect the negative thinking process. •Resting-state functional connectivity (RSFC) did not predict rumination in MDD.•Negative-thinking-state functional connectivity (NTFC) predicted rumination in MDD.•Both RSFC and NTFC distinguished between healthy and depressed individuals.•Rumination in depression involves active mental process across functional networks.•NTFC associated with higher FC between default mode and executive control regions.