Cognitive dysfunction is one of the basic symptoms of endogenous depression, gaining much of the researchers’ interest lately. It is observed at the initial stage, at the peak intensity of depressive symptoms and even after their reduction, which leads to the persistence of residual depressive state. Cognitive impairment during the depressive episode can be detected by objective methods (clinical and neuropsychological), and their subjective importance is being revealed by standardized questionnaires. Depressed patients show lower results in executive functions, working memory, reaction speed, verbal learning, immediate and delayed recall subtests of neuropsychological batteries. There are few pharmacological agents (mostly antidepressants) with well-proven procognitive activity in depression. Besides, some new pharmacological and non-pharmacological approaches for treatment of cognitive impairment in depression have appeared lately and are described in literature as promising.