Objective: Studies conducted in developed countries have shown that attentional impairment is commonly seen in patients with major depressive disorders (MDD). There is a lack of studies using culture-free neuropsychological instruments. Additionally, attention consists of different subdomains. Deficits in subdomains have not been investigated in MDD. Studies on subdomains using systematic frameworks are needed. We aimed to verify the percentage of Brazilian MDD patients with attention deficits, using a culture-free instrument; compare different attention subdomains in MDD patients with paired controls; find the subdomain that best discriminated controls from MDD patients. Method: Forty-five unmedicated patients currently with MDD and 45 age-and sex-matched controls participated in the study. Attention performance was measured by a Go/No-go task which detected omission errors, commission errors, reaction time (RT), and variability of reaction time (VRT). These variables assess four specific subdomains: focused attention (omission errors), response inhibition (commission errors), alertness (RT), and sustained attention (VRT). MANCOVAs were used to test group differences and logistic regressions to find the strongest predictor of MDD. Results: Compared with normative data, 73.3% of the patients and 17.7% of the controls exhibited attention deficits, defined as a z-score < 2.0 on two or more subdomains. Depressed patients showed poorer performance in all attention subdomains. The VRT variable was the strongest predictor of MDD. Lapses in attention as the test progresses affected the stability of RTs and increased VRT in MDD patients. Conclusions: A significant proportion of the depressive patients shows attention deficits, as described in developed countries; all attention subdomains are affected in MDD patients; sustained attention is the most affected subdomain. Key PointsQuestion: Do unmedicated depressed patients show objective attention impairments? Findings: Unmedicated patients exhibited a significant increase in intraindividual reaction-time variability in a continuous visual attention test, indicating a deficit in the sustained-attention subdomain. Importance: The continuous visual attention test is clinically useful to assess specific attentional subdomain impairments in depressed patients. Next Steps: Future research should be conducted in medicated depressed patients to evaluate the impact of treatment on objective attention performance.