Introduction: According to cognitive models of depression, selective attentional biases (ABs) for mood-congruent information are core vulnerability factors of depression maintenance. However, findings concerning the presence of these biases in depression are mixed. This study aims to clarify the presence of these ABs among individuals with clinical and subclinical depression. Method: We compared three groups based on a semi-structured diagnostic interview and a depressive symptoms scale (BDI-II): 34 individuals with major depressive disorder (clinically depressed); 35 with a dysphoric mood but without the criteria of major depressive disorder (i.e., subclinically depressed), and 26 never been depressed individuals. We examined AB for sad and happy materials in three modified versions of the exogenous cueing task using scenes, facial expressions, and words. Brooding, anhedonia, and anxiety were also evaluated. Results: In contrast to our hypotheses, there were no ABs for negative or positive information, regardless of the task and the groups. Neither the association between AB toward negative information and brooding nor the one between AB away from positive stimuli and anhedonia was significant. Bayes factors analyses revealed that the present pattern of findings does not result from a lack of statistical power.Discussion: Our results raise questions about how common AB is in depression. From a theoretical point of view, because individuals with depression did not exhibit AB, our results also seemingly challenge the claim that AB figures prominently in the maintenance of depression. We believe the present null results to be particularly useful for future meta-research in the field.