Recent studies on major depression (MD) have used noninvasive brain stimulation techniques such as transcranial direct current stimulation (tDCS) to improve impaired emotion and cognition in MD. However, such experiments have yielded mixed results, specifically with respect to cognition in MD. This study aimed to investigate whether anodal and cathodal tDCS applied over the dorsolateral prefrontal cortex (DLPFC) would significantly improve visual working memory and reduce depressive symptoms in patients with MD. Thirty patients with major depression (n = 30) were randomly assigned to receive either experimental (active) or control (sham) tDCS. To measure cognitive functions, the participants underwent a series of visual memory neuropsychological tasks; and to measure depression symptoms, the Beck Depression Inventory (BDI) and Hamilton Depression Scale (HDRS) were used. The parameters of active tDCS included 2 mA for 20 min per day for 10 consecutive days, anode over the left DLPFC (F3), cathode over the right DLPFC (F4) region. After 10 sessions of anodal and cathodal tDCS, patients showed significantly improved performance in visual working memory tasks. The same results were observed for depression symptoms. This study showed that anodal tDCS over left DLPFC, concurrently with cathodal tDCS over right DLPFC, improved cognitive impairment (specifically visual working memory), as well as reduced depressive symptoms in patients with MD. This finding provides evidence that supports effectiveness of a specific montage of tDCS to improve impaired cognition in MD, specifically in visual working memory.