Neuropsychological deficits have been reported in patients with major depressive disorder in a lot of lectures. The aim of the present study was to measure the neurocognitive functions of major depressive patients and healthy controls, and identify some vulnerability marker of the disease. Seventy-one patients with major depressive disorder were compared to thirty healthy control subjects on tasks from Trail Making Test, Stroop Test, Rey Verbal Auditory Learning Test and Rey-Osterreich Figure Test. Patients with depression relative to controls were significantly impaired on tasks of attention, executive function, memory and psychomotor speed, but not in visuo-spatial function. These findings suggest deficits in cognitive function as, attention, visual and verbal memory and learning, as vulnerability marker for major depressive disorder. The second important finding, the better result of the visual perception and short memory in depressed patient, was caused by intact hippocampal function. The functional importance of this result is the connection of the neuronal network and signs of depression.