Increases in mindfulness are assumed to lead to improvements in psychological well-being during mindfulness-based treatments. However, the temporal order of this association has received little attention. This intensive longitudinal study examines whether within-person changes in mindfulness precede or follow changes in negative affect (NA) and positive affect (PA) during a mindfulness based stress reduction (MBSR) program. This study also examines interindividual differences in the association between mindfulness and affect and possible predictors of these differences. Mindfulness, NA, and PA were assessed on a daily basis in 83 individuals from the general population who participated in an MBSR program. Multilevel autoregressive models were used to investigate the temporal order of changes in mindfulness and affect. Day-to-day changes in mindfulness predicted subsequent day-to-day changes in both NA and PA, but reverse associations did not emerge. Thus, changes in mindfulness seem to precede rather than to follow changes in affect during MBSR. The magnitude of the effects differed substantially between individuals, showing that the strength of the relationship between mindfulness and affect is not the same for all participants. These between-subjects differences could not be explained by gender, age, level of education, average level of mindfulness home practice, or baseline levels of mindfulness and affect. Mindfulness home practice during the day did predict subsequent increases in mindfulness. The findings suggest that increasing mindfulness on a daily basis can be a beneficial means to improve daily psychological well-being.