Depression in children and adolescents can negatively impact cognitive functioning, social development, and academic performance. The purpose of this study was to determine whether a computerized battery of neuropsychological tests could detect neurocognitive difficulties in children and adolescents with depression. Participants included 30 children and adolescents between the ages of 9 and 17 years (M = 14.6, SD = 2.1) with a clinical diagnosis of depression. Healthy control participants were individually matched on age, education, sex, race, primary language, handedness, and self-reported computer familiarity. All participants completed the Central Nervous System Vital Signs computerized battery. This battery of seven tests yields 23 test scores and 5 domain scores (Memory, Psychomotor Speed, Reaction Time, Complex Attention, and Cognitive Flexibility). Children and adolescents with depression performed worse on the Memory (Cohen's d = .43) and Complex Attention domains (d = .58) than matched controls. On the individual test scores, children and adolescents with depression performed worse on delayed verbal memory (d = .63), delayed visual memory (d = .34), measures of reaction time (d = .34–.53), and accuracy/inhibition on complex attention tasks (d = .49–.65). When considering the five domain scores simultaneously, children and adolescents with depression were more likely to have two or more scores at or below the 5th percentile (p = .05). Children and adolescents with depression have problems with reduced processing speed, memory for verbal information, and executive functioning on this computerized battery of tests, which represents a feasible method for neuropsychological screening.