Depression is a debilitating mental health disorder with a huge treatment gap. Recent years have seen a surge of digital interventions to bridge this treatment gap. Most of these interventions are based on computerized Cognitive Behavioral Therapy (cCBT). Despite the efficacy of cCBT-based interventions, their uptake is low, and dropout rates are high. Cognitive bias modification (CBM) paradigms provide a complementary approach for digital interventions for depression. However, interventions based on CBM paradigms have been reported to be repetitive and boring. In this paper, we describe the conceptualization and design of serious games based on CBM paradigms and the learned helplessness paradigm. We describe how the games include various core elements of gamification, including goals, challenges, feedback, rewards, progress, and fun. These games may help in improving the effectiveness and engagement levels of computerized interventions for depression.