Neural network models that guide neuropsychological assessment practices are increasingly used to explicate depression, though a paucity of work has focused on regulatory systems that are under development in adolescence. The purpose of this study was to evaluate subsystems of attention related to executive functioning including alerting, orienting, and executive attention networks, as well as sustained attention with varying working memory load, in a sample of depressed and well adolescents. Neuropsychological functioning in 99 adolescents diagnosed with major depressive disorder (MDD) and 63 adolescent healthy controls (M = 16.6 years old) was assessed on the Attention Network Test (ANT) and the Continuous Performance Test, Identical Pairs. Adolescents with MDD, particularly those who were not medicated, were slower to process conflict (slower reaction time on the Executive Attention scale of the ANT) compared to controls, particularly for those who were not undergoing psychopharmacological treatment. Tentative evidence also suggests that within the MDD group, orienting performance was more impaired in those with a history of comorbid substance use disorder, and alerting was more impaired in those with a history of a suicide attempt. Adolescents with depression showed impaired executive attention, although cognitive performance varied across subgroups of patients. These findings highlight the importance of examining neurocognitive correlates associated with features of depression and suggest an avenue for future research to help guide the development of interventions.