The use of cognitive training in the treatment of depression has attracted increasing attention. The main methods used in the study are attention training， working memory training， metacognitive training and mindfulness training. At present， cognitive training for depression has found that patients' attention， working memory have significantly improved（ i.e. near transfer）， and depression， rumination， suicidal ideation and other symptoms will also be alleviated with the improvement of cognitive function（ i.e. far transfer）. Future studies should focus on the impact of individual differences on outcomes， and improve assessment tools to examine the effects of cognitive training in all aspects.