Background: Depression, a complex and often debilitating mood disorder, transcends its clinical definition to impact various aspects of an individual's life, including their professional pursuits. Objectives: This study aimed to investigate the effectiveness of transdiagnostic treatment on anxiety sensitivity and prospective and retrospective memory of employees with depressive symptoms. Methods: This quasi-experimental study used a pretest-posttest design with a control group. The study included a total of 36 participants who were employees experiencing depression in the sixth and eighth municipal districts of Tehran in 2021. These participants were selected using a random sampling approach and allocated randomly into 2 groups: the experimental group (n = 18) and the control group (n = 18). The data collection process involved the utilization of questionnaires designed to assess depression, anxiety sensitivity, and prospective and retrospective memory. In the experimental group, a series of ten 90-minute sessions of transdiagnostic treatment was administered, while the control group received no such intervention. The collected data was analyzed using multivariate analysis of covariance (MANCOVA) using SPSS version 24. Results: The results showed that transdiagnostic treatment significantly decreases physical (F = 66.47, P < 0.001, η2 = 0.69), cognitive (F = 57.29, P < 0.001, η2 = 0.66), social (F = 26.05, P < 0.001, η2 = 0.47), prospective memory (F = 50.18, P < 0.001, η2 = 0.63), and retrospective memory (F = 31.39, P < 0.001, η2 = 0.52) in employees with depressive symptoms. Conclusions: The findings of this study highlight the significant and positive impact of transdiagnostic treatment on individuals experiencing depressive symptoms. The results demonstrate substantial reductions in various domains, including physical, cognitive, social, prospective memory, and retrospective memory domains. These outcomes, characterized by substantial effect sizes, highlight the effectiveness of transdiagnostic treatment in addressing the multifaceted challenges associated with depression in employees.