Cognitive impairments are core symptoms of depressive disorders. We assess the systematic reviews and meta-analysis studies published over the last 10 years (2004-2014) that address cognitive performance of depressed patients and taking into account age; clinical and demographic features; symptom severity; number of previous episodes; clinical remission; depressive subtypes and pharmacological treatment. Twelve (12) papers were included after search in international databases. In first episode depression the cognitive domains affected were psychomotor speed, attention, visual learning and memory as well as executive functions. Depressive patients in remission phase improved their performance in attention tasks although they did not achieve similar performance levels as healthy controls. Melancholic patients seem to have a different pattern of cognitive impairment compared with non-melancholic depressive patients. Patients treated with the current antidepressants perform worse in inhibition tasks, verbal fluency, and working memory scores as well as on composite scores of visual and verbal working memory. Future research should study longitudinal outcome and clinical relevance of cognitive symptoms, determine their underlying etiopathogenesis and how they impact on clinical functioning. Specifically, it would be important to analyze the ability of the new antidepressant drugs to improve affective symptoms as well as cognitive dysfunctions.