Depressive disorder is a common mental illness in children and adolescents， which brings a huge burden to families and society. Children and adolescents with depressive disorder have varying degrees of impairment in cognitive functions such as executive function， attention， learning and memory， and information processing speed， which can affect their growth， treatment effectiveness， education， and social functions. This paper reviews the cognitive impairment characteristics of different dimensions in children and adolescents with depressive disorder from the perspective of neuropsychological tests， providing reference for early identification， intervention and treatment， and improving prognosis.