Response inhibition, a crucial component of executive function, is closely related to personal impulse control, social adaption, and mental health. Previous studies have found response inhibition deficit in patients with major depressive disorder, but whether it also exists in individuals with subclinical depression (SD) remains unclear. This study aimed to identify the ability of response inhibition to emotional face stimuli both under explicit and implicit conditions in individuals with SD. Thirty‐six subclinical depressed college students and 39 healthy individuals were recruited and administered the non‐emotional, explicit, and implicit emotional stop‐signal tasks (SSTs). Mixed‐model analyses of variance were used to analyze the differences between and within groups. In implicit emotional SST, the results showed a significant longer stop‐signal response time, a shorter stop‐signal delay time, a shorter go reaction time, and a similar proportion of stop success in the SD group compared to healthy controls. However, the above indices showed no significant difference between the two groups in the non‐emotional SST and explicit emotional SST. These findings suggest a possible defect of response inhibition in implicit emotional processing in individuals with SD, which may potentially serve as a marker of susceptibility to depression and thus be applied to early screening and intervention for major depressive disorder.