Objective To explore the difference of cognitive impairment in patients with different subtypes of depressive disorder， and analyze the correlation between the cognitive function and brain-derived neurotrophic factor （BDNF） and pro-BDNF in patients with different subtypes of depression. Methods A total of 151 patients with first-episode major depressive disorder （MDD） admitted to the First Hospital of Shanxi Medical University from July 2020 to December 2021 and 40 healthy volunteers ［health control （HC） group］ from the same period were selected as the research objects. According to subtype classification criteria， the first episode MDD patients were divided into anxiety/somatization depression （ASD） group （n=78）， melancholy/under powered depression （MPD） group （n=53） and Atypia depression （ATD） group （n=20）. The scores of 17-item Hamilton Depression Scale （HAMD-17）， Repeatable Battery for the Assessment of Neuropsychological Status （RBANS）， BDNF and pro-BDNF were compared among the 4 groups. Spearman rank correlation was used to analyze the correlation between RBANS scores and BDNF and pro-BDNF in ASD， MPD and ATD groups， respectively. Results The length of schooling in ASD and MPD groups was lower than that in HC group ［（12.49± 4.05）years、（13.19±3.21）years vs（14.85±2.65）years］， and the differences was statistically significant （P ＜ 0.05）. The total scores of HAMD-17 in ASD， MPD and ATD groups were higher than that in HC group ［（21.88±3.79）、（19.87±3.22）、（18.60±2.35） vs（2.03±2.36）］， and the differences was statistically significant （P＜ 0.05）. The total scores of HAMD-17 in MPD and ATD groups were lower than that in ASD group， and the differences was statistically significant （P＜ 0.05）. The concentration of BDNF in ASD， MPD and ATD groups was higher than that in control group ［0.5（0.3，8.5）pg/ml、0.6（0.3，39.9）pg/ml、18.8（0.5，61.1）pg/ml vs 0.3 （0.2，0.5）pg/ml］， and the differences was statistically significant （P ＜ 0.05）. The RBANS scale scores and immediate memory， verbal function， attention， and delayed memory factor scores of the four study groups were significantly different（P＜ 0.05）. There was a negative correlation between BDNF and immediate memory factor in ASD group （r=-0.238， P＜ 0.05）. There was a positive correlation between pro-BDNF and visual span factor in MPD group （r=0.314， P ＜ 0.05）. Conclusions The cognitive function and BDNF level of patients with different subtypes of depressive disorder are different from that of healthy controls， and the cognitive function impairment of patients with different subtypes of depressive disorder is correlated with BDNF and pro-BDNF to some extent.