Patients suffering from major depression experience difficulties in multiple cognitive faculties. A growing body of research has linked affective disorders to abnormalities in social cognition and specifically the processing of discrete emotional stimuli. However, little inquiry has gone into possible impairment in higher-order social cognition including theory of mind, social perception and metacognition. Forty-four medication-naïve patients with first-episode unipolar major depressive disorder and an equal number of matched controls were assessed by the Metacognitive Assessment Scale-Abbreviated (MAS-A), The Frith-Happé animations (FHA) and The Awareness of Social Inference Test (TASIT). Additionally, neurocognition was assessed utilyzing the Cambridge Neuropsychological Test Automated Battery (CANTAB). Depressed patients showed impairment in all domains of higher-order social cognitive ability. Importantly, social cognitive variables retained their inter-group significance after controlling for possible covariates including neurocognition. Results indicate that first-episode depressed patients experience difficulties in all domains of higher-order social cognition including theory of mind, social perception and metacognition.