Background: Although affective disorders are a major driver of disability worldwide, there is a lack of understanding of the mechanisms and modulating factors involved in the long-term disease trajectories. Objectives: Our goal is to determine key cognitive–emotional mechanisms in the domains of emotion regulation, expectation, social cognition, and cognitive–behavioral rhythms and their neurobiological correlates in the progression of affective disorders, including recurrences and remissions, chronicity, and functional decline. Materials and methods: In CRC/TRR 393, we will pursue a multi-level investigation of these four domains. Within the German Mental Health Cohort (GEMCO), these mechanisms and their influence on disease trajectories will be investigated longitudinally. Parallelized human and animal projects will enable an in-depth characterization of their neurobiological correlates. Results: By leveraging recent advancement in the modeling of complex, dynamic systems and machine learning techniques, we will be able to integrate human and animal data on the key cognitive–emotional mechanisms and their interplay with stressors and other modifying factors across disease trajectories. Conclusion: Gaining a deeper understanding of the cognitive–emotional mechanisms in the progression of affective disorders will help to predict symptom changes and course of illness as well as to identify key targets of intervention.