Cognitive impairment plays a crucial role in the course of depression and often persists after remission, which leads to considerable socio-occupational disability. In detecting cognitive deficits, the Danish translation of the Screen for Cognitive Impairment in Psychiatry has proven useful. No current pharmacotherapy has been approved for treating cognitive dysfunction in depression, but selective serotonin reuptake inhibitors may have beneficial effects. Cognitive computer training and psychoeducation are promising in the treatment of cognitive impairment associated with depression.