Task-unrelated thinking (TUT) can impact both performance and well-being, yet its role in affect regulation remains underexplored, especially in an educational context. This study examined TUT level, characteristics, and functions in 173 on-site and 143 online students, assessing their affect and class experiences in an ecological setting. While overall TUT levels did not differ between groups, distinctions emerged in characteristics (e.g., inner speech) and functions (e.g., stimulation or avoidance). Valence was the only characteristic predicting prospective sadness or anxiety. Using TUT for problem-solving or avoidance was linked to increased sadness, whereas using it for stimulation was linked to reduced anxiety. These findings highlight that TUT’s effects depend more on its nature and purpose than its frequency. The observed link between avoidance-related TUT and negative affect has significant implications for clinical psychology and educational settings, particularly in understanding emotion regulation in online and on-site learning.