Here, we assessed resting respiratory sinus arrythmia (rRSA) and RSA reactivity (ΔRSA) as common and distinct emotion-adjustment mechanisms for affective and anxiety disorders and their treatments. We recruited samples of healthy controls and patients with anxiety and affective disorders, assessed rRSA during baseline and ΔRSA as RSA-change from baseline to viewing emotional films. Patients then underwent disorder-specific Cognitive Behavior Therapy. Although both patient groups exhibited lower rRSA than controls, depression-, but not anxiety-symptomatology was transdiagnostically associated with less rRSA and ΔRSA. Complementing these depression-specific results, better ΔRSA predicted better treatment-outcome in depression, but not anxiety. Our data confirm RSA as a transdiagnostic marker for mood and anxiety, support recent attempts towards transdiagnostic, dimensional classification systems (HiToP, RDoC) and provide evidence for a more robust association of RSA with depression-symptomatology and -treatment. They thus suggest rRSA and ΔRSA as potential markers to assess common and distinct mechanisms associated with depression and anxiety.