In the past decade, a growing bulk of evidence has accumulated to suggest that patients suffering from major depression (MD) present some cognitive disturbances, such as impairment in attention, working memory, and executive function, including cognitive inhibition, problem- and task-planning. If the results of short-term memory assessment in depressed patients are equivocal, a general consensus exists that memory problems are secondary to attentional dysfunctions, and reflect the inability to concentrate. Moreover, both unipolar and bipolar patients show evidence of impaired verbal learning that has been commonly interpreted as reflecting an inability to transfer information from short-term to long-term storage. According to some authors, there would be a gender-related as well age-related specificity of some disturbances. Depressed patients also show impairments of executive functions and their recent exploration through brain imaging techniques has recently permitted to formulate some general hypotheses on the possible involvement of different brain areas in MD.