The present study intended to explore and compare the mediating role of negative thoughts between the sense of parental competence and postpartum depression in postpartum mothers who gave birth to their baby either through vaginal or cesarean delivery. A purposive sample of 170 women suffering from postpartum depression was recruited from different hospitals in Gujrat, Pakistan. Urdu versions of the Parenting Sense of Competency Scale, Automatic Thoughts Questionnaire, and Edinburgh Postnatal Depression Scale were used to measure the focal constructs of the study. Data were collected from May 2018 to October 2018. Path analysis revealed that parental competence had negative direct effects on postpartum depression (β = −.17, p < .05) and negative thoughts (β = −.27, p < .05) and both of these effects were stronger for women with cesarean delivery (Δβ = .04, p < .001; Δβ = .36, p < .001, respectively). Negative thoughts had a positive direct effect on postpartum depression (β = .43, p < .05) and this direct effect was also stronger among women with cesarean delivery (Δβ = −.12, p < .001). Furthermore, parental competence reduced the negative thoughts, which in turn, lowered the postpartum depression (β = −.12, p < .05), however, this indirect effect was true only for the group of women with cesarean delivery (Δβ = .20, p < .05). Our findings indicate the powerful role of parental competence in reducing the likelihood of postpartum depression through the regulation of negative thoughts and highlight that cesarean delivery may increase mothers' vulnerability to negative thoughts and postpartum depression.