With the present research, we aimed to extend prior knowledge on the associations between dispositional perfectionism, perfectionistic cognitions and indicators of distress by considering both the level of between-person differences and the level of within-person fluctuations. We conducted two studies in which we assessed dispositional perfectionism once, plus we assessed perfectionistic cognitions across a predefined period of time (Study 1) and on a daily level (Study 2) during a highly demanding period of time. We found evidence for differential bivariate and unique associations of perfectionistic strivings cognitions (PSC) and perfectionistic concerns cognitions (PCC) with dispositional perfectionistic strivings (DPS) and dispositional perfectionistic concerns (DPC), perfectionism-specific cues, and indicators of distress. Beyond this, PCC emerged as an important mediator of the effects of DPS and DPC on distress. © 2020 The Authors. Stress and Health Published by John Wiley & Sons Ltd.