Introduction Neurocognitive impairment has been widely reported in major depressive disorder. Patients with major depressive disorder are known to present cognitive deficits, namely in verbal and visual memory, verbal fluency, attention, working memory. Some studies related these deficits with antidepressants, although those were also described in medication-free patients. Other studies suggested that in some groups of patients there may be significant residual cognitive deficits despite an overall positive treatment response with remission of depressive episodes. Objectives/Aims The authors aim to contextualize cognitive deficits in patients with major depressive disorder and treatment options that could preserve/improve the cognitive functions. Methods Scientific literature search and review on the PubMed database with the keywords: 'major depressive disorder', 'cognition', 'neurocognitive impairment', 'memory', 'executive function', 'attention'. Results Given the perception of impaired neurocognitive functioning in patients with major depressive disorder even in the remission phases, there has been an increased interest in attempting to treat those deficits during the last decade. Studies suggest that different types of deficits are found in patients medicated with different types of antidepressants and medication-free patients. Some new treatment approaches have been used such as cognitive remediation therapy which is more frequently used in schizophrenia. Recent studies suggest that cognitive enhancing treatments could be an approach which should be further investigated. Conclusions Currently, the mechanisms underlying neurocognitive deficits in patients with major depressive disorder are not fully understood. Since these symptoms have a major impact on patients' lives this issue will remain an area of ??interest in the near future.