Major depressive disorder is characterized by impaired affect, cognitive dysfunction, and significant psychosocial impairment that persists from weeks to years. Cognitive symptoms are pervasive, affecting functioning in several domains, including reduced executive functioning, attention, memory, learning, psychomotor speed, and verbal processing. Recent evidence suggests that cognitive dysfunction persists following symptomatic remission, highlighting the need to treat cognition separately from mood symptoms. Residual cognitive deficits may contribute to ongoing occupational and social dysfunction and promote suicide ideation. In addition, retention of cognitive impairment may interact with existing emotional and social vulnerability, increasing the risk of recurrent depressive episodes. The chapter characterizes the domains of emotional, nonemotional, and social cognitive function in major depressive disorder. It examines the domains and descriptors of nonemotional cognitive function. It evaluates the important relationship between cognitive deficits and psychosocial function, as well as the clinical interactions between ‘cold’ and ‘hot’ cognitive function. It extends our understanding of the social cognitive function and its implications for social performance and impact on emotional and empathic performance.