Objectives To explore the relationship between neuroticism， depression and cognitive function in patients with first-episode depression. Methods The 17-item Hamilton Depression Scale（ HAMD-17）， Eysenck Personality Questionnaire（ EPQ）， Wechsler Adult Intelligence Test（ WAIS-RC） were used to evaluate and study 156 cases of patients with first-episode depression. Results （1） In depressive patients， the neurotic personality was positively correlated with the total score of HAMD-17（ r=0.301，P＜ 0.01） but was negatively correlated with Verbal IQ（ VIQ）（ r=-0.276， P＜ 0.01）， Performance IQ（ PIQ）（ r=-0.330，P＜ 0.01） and Full IQ（ FIQ）（ r=-0.376，P ＜ 0.01）.（ 2） Depressive symptoms played a partial mediating role between neurotic personality and WAIS-IQ， the mediator effect was 38.7%. Conclusions Neurotic personality of first-episode depression patients affected cognitive function through depressive symptoms.