There is increasing evidence that mindfulness training helps to alleviate depressed affect and that this effect is partly mediated by rumination. Less work has examined whether mindfulness interventions also have a protective function. Therefore, this study was designed to test whether a brief mindful yoga intervention can prevent depression-related responses to dysphoric events. One-hundred-seventy-five undergraduate participants were assigned to one of four conditions in a single-session study. Three conditions received a dysphoric affect induction. Before the induction, participants completed a 20-minute intervention consisting of (a) mindful yoga, (b) exercise-based yoga, or (c) relaxation control. The fourth condition consisted of a neutral affect induction to examine the validity of the dysphoric affect induction. We hypothesized that compared to relaxation control and exercise yoga, mindful yoga participants would show less: (H1) state depressed affect; (H2) rumination; and (H3) attentional bias toward depression-related words.