The current systematic review sought to identify quantitative empirical studies that focused on the transdiagnostic factors of intolerance of uncertainty, emotional dysregulation and rumination, and their relation with depression and post-traumatic stress disorder (PTSD). The overall research aim was to examine the relationship between these transdiagnostic factors and their relation with depression and PTSD symptoms. The systematic review was conducted in accordance with the Preferred Reporting Items for Systematic Review and Meta-Analyses (PRISMA) guidelines. Out of the 768 articles initially identified, 55 met the inclusion criteria for the current review. The results determined that intolerance of uncertainty is indirectly related to depression and PTSD symptoms, mainly through other factors including emotion dysregulation and rumination. Additionally, emotional dysregulation is a significant predictor of both depression and PTSD symptoms. Rumination is a robust factor related to depression and PTSD symptoms, this relationship was significant in cross-sectional and longitudinal studies. This review provides evidence on the transdiagnostic factors of intolerance of uncertainty, emotional dysregulation and rumination in the relationship with depression and PTSD symptoms.