Depression presents with altered energy regulation and neural plasticity. Previous electroencephalography (EEG) studies showed that practice in learning tasks increases power in beta range (13-30 Hz) in healthy subjects but not in those with impaired plasticity. Here, we ascertain whether depression presents with alterations of spectral activity and connectivity before and after a learning task. We used publicly available resting-state EEG recordings (64 electrodes) from 122 subjects. Based on Beck Depression Inventory (BDI) scores, they were assigned to either a high BDI (hBDI, BDI > 13, N = 46) or a control (CTL, BDI < 7, N = 75) group. We analyzed spectral activity, theta-beta, and theta-gamma phase-amplitude coupling (PAC) of EEG recorded at rest before and after a learning task. At baseline, compared to CTL, hBDI exhibited greater power in beta over fronto-parietal regions and in gamma over the right parieto-occipital area. At post task, power increased in all frequency ranges only in CTL. Theta-beta and theta-gamma PAC were greater in hBDI at baseline but not after the task. The lack of substantial post-task growth of beta power in depressed subjects likely represents power saturation due to greater baseline values. We speculate that inhibitory/excitatory imbalance, altered plasticity mechanisms, and energy dysregulation present in depression may contribute to this phenomenon.