Background: Cognitive-behavioral therapy (CBT) is one of the most widely tested and empirically supported psychological treatments for depression. Beck and other scholars established the theoretical foundations of CBT among North American populations, yet surprisingly few studies have examined central hypotheses of the cognitive model of depression among people living in non-Western regions. Methods: In the present study, we used the alignment method to minimize measurement bias to examine several central hypotheses of the cognitive model among adults living on four continents (n = 752): North America (n = 103; female = 29.1%), Europe (n = 404; female = 36.4%), South America (n = 108; female = 18.5%), and Asia (n = 136; female = 19.9%). Results: Depressive symptoms were positively and strongly correlated with negative automatic thoughts about self (ATQ-N), and moderately associated with dysfunctional attitudes (DAS) among people living on the four continents. Further, use of emotional suppression strategies to regulate emotion (ERQ-Suppression) was moderately and positively associated with depressive symptoms among people on all four continents, while use of cognitive-reappraisal (ERQ-Reappraisal) was not systematically associated with depressive symptoms. Conclusions: Results of this study offer preliminary cross-continental support for foundational hypotheses of the cognitive model of depression. Negative thoughts appear to be associated with depression in all regions of the world, cementing this construct as a hallmark feature of the disorder.