Neurocognitive impairment is one of the prominent manifestations of major depressive disorder (MDD). Childhood trauma enhances vulnerability to developing MDD and contributes to neurocognitive dysfunctions. However, the distinct impacts of different types of childhood trauma on neurocognitive processes in MDD remain unclear. This study comprised 186 individuals diagnosed with MDD and 268 healthy controls. Childhood trauma was evaluated using the 28-item Childhood Trauma Questionnaire-Short Form. Neurocognitive abilities, encompassing sustained attention, vigilance, visual memory, and executive functioning, were measured by the Cambridge Neuropsychological Testing Automated Battery. Multivariable linear regressions revealed that childhood trauma and MDD diagnosis were independently associated with neurocognitive impairment. Physical neglect was associated with impaired visual memory and working memory. MDD diagnosis is associated with working memory and planning. Interactive analysis revealed that physical/sexual abuse was associated with a high level of vigilance and that emotional neglect was linked with better performance on cognitive flexibility in MDD patients. Furthermore, childhood emotional abuse, physical abuse, and emotional neglect were revealed to be risk factors for developing early-onset, chronic depressive episodes. Thus, specific associations between various childhood traumas and cognitive development in depression are complex phenomena that need further study.