Three studies are presented testing a model of the cognitive performance deficits shown in depression. The model proposes that such deficits occur as an interaction of expectancy and focus of attention variables, that is, in the presence of both low expectancy of success and high self-focus. Study 1 was a pilot study which documented that depressed undergraduates evidence poorer anagram performance, greater self-focus, and lower pretask expectancies than do nondepressed subjects. Study 2 showed that nondepressed undergraduates evidence performance deficits only when both expectancy is lowered and self-focus is increased. Study 3 suggested that depressed undergraduates' performance deficits are overcome either by lowering self-focus or by raising expectancy. Discussed are discrepancies between self-report and performance data, the relevance of these studies to the test anxiety literature, the need to integrate literature concerning the effects of depression, anxiety, and self-esteem on performance, and how the interactive roles of positive expectancy and focus of attention may be related to effective coping in a variety of situations.