Cognitive disturbances are common and disabling features of major depressive disorder (MDD). Previous studies provide limited insight into the co-occurrence of hot (emotion-dependent) and cold (emotion-independent) cognitive disturbances in MDD. Therefore, we here map both hot and cold cognition in depressed patients compared to healthy individuals. We collected neuropsychological data from 92 antidepressant-free MDD patients and 103 healthy controls. All participants completed a comprehensive neuropsychological test battery assessing hot cognition including emotion processing, affective verbal memory and social cognition as well as cold cognition including verbal and working memory and reaction time. The depressed patients showed small to moderate negative affective biases on emotion processing outcomes, moderate increases in ratings of guilt and shame and moderate deficits in verbal and working memory as well as moderately slowed reaction time compared to healthy controls. We observed no correlations between individual cognitive tasks and depression severity in the depressed patients. Lastly, an exploratory cluster analysis suggested the presence of three cognitive profiles in MDD: one characterised predominantly by disturbed hot cognitive functions, one characterised predominantly by disturbed cold cognitive functions and one characterised by global impairment across all cognitive domains. Notably, the three cognitive profiles differed in depression severity. We identified a pattern of small to moderate disturbances in both hot and cold cognition in MDD. While none of the individual cognitive outcomes mapped onto depression severity, cognitive profile clusters did. Overall cognition-based stratification tools may be useful in precision medicine approaches to MDD.