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Objective To explore the mediating roles of reflection and brooding in the relationship between perceived stress and depression. Methods A total of 1 238 participants aged 20 to 55 years selected from Chongqing and Xiangyang cities using a cluster sampling method were asked to complete assessments with Perceived Stress Scale (PSS), simplified Ruminative Stress Scale (RSS), Beck Depression Inventory (BDI-Ⅱ) and a demographic information questionnaire. The participants were tested in batches and provided with professional assistance during completion of the tests. Results Perceived stress showed a moderate positive correlation with brooding, reflection and depression, and reflection had a significant positive correlation with brooding and depression (r=0.349~0.698, P < 0.001). PSS, brooding and reflection in the regression equation jointly explained 46.80% of the variation. Reflection and brooding played important mediating roles in the relationship between perceived stress and depression, and in the total indirect effect size of 68.20%, the mediating path through reflection accounted for 47.24% and the chain mediating path through reflection-brooding accounted for 20.89%. The value of Δχ2 (Δdf) between the structured weight model and the structural residual model was statistically significant (P < 0.05). Pairwise parameter comparisons between the young adults and middle-aged adults showed a significant estimated difference of the perceived stress-reflection path (P < 0.01). Conclusion Reflection and brooding play important mediating roles in the relationship between perceived stress and depression, in which reflection is a key mediator that can either directly or indirectly affect the relationship. Age has a moderating effect in the path of perceived stress-reflection.