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The association between peer victimization and psychosocial maladjustment has been shown in many studies, but the mediating processes explaining this link need to be better understood. We tested the hypothesis that rumination (i.e., excessive, repetitive thinking of past victimization) mediates the association between the intensity of elementary school victimization and symptoms of depression and anxiety in adolescence. The participants were recruited from a group of students who had been involved in a large research project initiated in 2007, when they were nine years old. Students filled in questionnaires at three-time points (T1 in the spring of grade 3; T2 in the fall of grade 4; T3 in the spring of grade 4). A subsample of 821 students were followed longitudinally and provided questionnaire data in 2011 at the end of grade 7 (first year of middle school). The sample of the present study consists of 508 students (43.1% boys) who had reported being bullied (at least once or twice) by their peers either at T1, T2, or T3. We utilized data on the intensity of victimization (average of nine self-report items from the Olweus Bullying Victimization Questionnaire, calculated across grades 3 and 4), their symptoms of depression and anxiety (assessed in grade 3 and again in grade 7), and rumination over past victimization (assessed in grade 7). Besides the level of rumination, the students reported the extent to which rumination was related to emotions of sadness vs. anger. Being a girl had significant main effects on rumination, depression, and anxiety in grade 7. Rumination mediated the prospective association between peer victimization in elementary school and depression and anxiety in grade 7, controlling for previous depression and anxiety symptoms (indirect effects β=.09, p<.01 and β=.12, p<.001 for depression and anxiety, respectively). The findings highlight the role of rumination in the prospective association between peer victimization and both depression and anxiety. Helping young people abate excessive dwelling on negative thoughts related to past victimization may help minimize some of the negative consequences of it.