Depression (DS) and post-traumatic stress symptoms (PTSS) exhibit a high prevalence and comorbidity. Previous studies suggest that various transdiagnostic cognitive and emotional factors, including intolerance of uncertainty, emotional dysregulation, and rumination, are predictors of these symptoms. However, research on transdiagnostic factors has mainly focused Western countries, leaving limited knowledge about these factors and their associations in other regions, such as Latin America. The aim of this study was to evaluate a transdiagnostic model on the relationship between intolerance of uncertainty, emotional dysregulation, rumination, and DS and PTSS in a Latin American and Western European country, with social support and family cohesion examined as moderators. Data were collected from Mexico (n = 399) and The Netherlands (n = 358). A strong positive correlation was found between DS and PTSS in both samples. Emotional dysregulation and rumination acted as mediators in the relationship between intolerance of uncertainty and DS and PTSS, with consistent results in both countries. However, differences were observed in the moderation analysis between the samples. These findings highlight the importance of addressing transdiagnostic factors for a more comprehensive treatment of DS and PTSS. They also underscore the significance of considering cultural variables when examining the relationships between transdiagnostic factors and psychopathology.