A method for studying cognitive conflicts using the repertory grid technique is presented. By means of this technique, implicative dilemmas can be identified, cognitive structures in which a personal construct for which change is wished for implies undesirable change on another construct. We assessed the presence of dilemmas and the severity of symptoms in 46 participants who met criteria for dysthymia and compared then to a non-clinical group composed of 496 participants. Finally, an analysis of the specific content of the personal constructs forming such dilemmas was also performed. Implicative dilemmas were found in almost 70% of the dysthymic participants in contrast to 39% of controls and in greater quantity. In addition, participants in both groups with this type of conflict showed more depressive symptoms and general distress than those without dilemmas. Furthermore, a greater number of implicative dilemmas was associated with higher levels of symptom severity. Finally, content analysis results showed that implicative dilemmas are frequently composed of a constellation of moral values and emotion, indicating that symptoms are often related to moral aspects of the self and so change processes may be hindered. Clinical implications of targeting implicative dilemmas in the therapy context are discussed.