We examined whether the previously documented association between mind wandering and affective dysfunction depends, at least to some extent, on whether mind wandering episodes are intentional or unintentional. In two large samples, we assessed trait-level rates of intentional and unintentional mind wandering, as well as three different types of affective dysfunction: depression, anxiety, and stress. Results indicated that, whereas unintentional mind wandering was uniquely positively associated with all three types of affective dysfunction, intentional mind wandering was uniquely (albeit very weakly) negatively associated with stress and anxiety and had no relation to depression. These findings indicate that people who more frequently engage in unintentional types of mind wandering are more likely to report symptoms of depression, anxiety, and stress, and that intentional mind wandering may buffer against these types of affective dysfunction.