A significant minority experiences severe, persistent, and disabling grief, termed prolonged grief or complicated grief, after bereavement. Prolonged grief treatments may be enhanced by improving understanding of malleable risk factors in post-loss psychological adaptation. Repetitive negative thought (e.g., rumination, worry) constitutes such a risk factor. Rumination and worry are both theorized to be maladaptive through interrelations with affect, yet this assumption has not been systematically investigated in the bereaved. We aimed to fill this gap in knowledge with a baseline survey and 10-day daily diary investigation among a bereaved sample. Survey between-subject analyses (N = 113) demonstrated that trait rumination and worry, trait negative affect and prolonged grief symptoms are positively related to each other and negatively related with trait positive affect. Within-subject multilevel analyses of diaries (N = 62) demonstrated that trait rumination and trait worry relate positively to daily negative affect and negatively to daily positive affect. Daily rumination and worry showed similar relationships with daily negative and positive affect. A stronger relationship emerged between daily rumination and daily negative affect in people with higher prolonged grief symptom levels. Findings consistently support interrelationships between repetitive negative thought, affect, and prolonged grief symptoms. Rumination appears particularly detrimental in people with severe grief reactions. Results align with research demonstrating the effectiveness of targeting repetitive negative thought in prolonged grief treatments. Additionally, our study demonstrates the potential feasibility and usefulness of using daily diaries to study behaviours of relevance to post-loss adaptation in everyday life.