A review of 35 studies published between 1991 and 2007 has found that depression does not always lead to cognitive impairment. Part of the variability in findings may be due to inconsistent measurement and diagnosis of depression. Processing speed was found to be the cognitive function most consistently affected by depression. Processing speed deficits can be helped by decreasing the amount of information to process at one time.
(2010). Association between depression severity and neurocognitive function in major depressive disorder: A review and synthesis..
Neuropsychology. 24(1), 9 - 34.