Neurocognitive dysfunction is one of the important clinical manifestations in patients with depression. Recent studies have shown that this impairment manifests as a general decline in multiple domains of psychomotor speed, attention, learning and visual memory, and executive function. After treatment with antidepressants, these damages can all be improved. Early changes in cognitive function can predict the effectiveness of long-term antidepressant treatment. Current measurement tools for neurocognitive function in depression are not uniform. The use of validated cognitive measurement tools will facilitate our further understanding of cognitive dysfunction, and standardized cognitive assessment tools may reveal patterns of change in neurocognitive function before and after pharmacotherapy.