Rumination is a maladaptive response to distress characteristic of Major Depressive Disorder (MDD). It is unclear to what degree rumination is associated with depression severity prior to treatment and how it responds to antidepressant treatment. Therefore, we evaluated the association between rumination and depression severity in 92 untreated patients with MDD and explored the changes in rumination after initiation of antidepressant medication. We measured rumination using the Rumination Response Scale (RRS) and depression severity with the Hamilton Depression Rating Scale (HDRS17 or HDRS6) before and after initiation of 12 weeks of antidepressant treatment. The association between RRS and pre-treatment HDRS17 was evaluated using a linear regression model. RRS at week 4, 8, and 12 across treatment response categories (remission vs. non-response) were evaluated using a mixed effect model. RRS was positively associated with depression severity prior to treatment at a trend level (p = 0.06). After initiation of treatment RRS decreased significantly (p < 0.0001) and remitters exhibited lower rumination compared to non-responders at week 4 (p = 0.03), 8 (p = 0.01), and 12 (p = 0.007). The study had no placebo group. Although pre-treatment rumination did not significantly associate with depressive symptoms, rumination was closely connected to change in depressive symptoms. Tormented patients could be reassured that rumination symptoms may be alleviated over the course of antidepressant treatment.