Experiential avoidance (EA) is an emotion-regulation strategy used to control or avoid unpleasant internal experiences. Despite the important role of avoidance in depressive disorders, there is relatively little research directly examining the role of EA in the development and maintenance of depression, and most of this research relies on measurement of EA as a global and stable personality trait. In this study we sought to extend the research on EA and depression by using a daily diary design and multilevel analysis to examine how the daily relationship between EA and negative affect (NA) varies as a function of baseline depressive symptoms. In order to achieve this goal we created a new state measure of EA assessing several avoidant behaviors. The findings revealed that participants with more depressive symptoms used more daily EA overall. Additionally, the difference in daily EA between those with higher versus lower depressive symptoms was greater on days when participants experienced less NA. This moderation effect was found only concurrently whereas one-day lagged analysis failed to reveal this effect. These findings provide preliminary support for the hypothesis that depression is associated with an inflexibly high level of avoidant emotion regulation.