Depression is one of the most common mental disorders, which can be accompanied by cognitive symptoms in addition to core symptoms.With the improvement of the awareness of the disease, people pay more attention to the cognitive symptoms of depression. The cognitive impairment of patients not only appears in the onset of the disease, but also persists during the remission of the disease, which has a negative impact on the patients’ social function. Some cognitive assessment tools such as cognitive tests, event-related potential(ERP) and eye movement tracking technology have been used to assess cognitive impairment in patients with depression, which show that there are multidimensional cognitive impairments. Some therapeutic methods such as exercise therapy, repetitive transcranial magnetic stimulation(rTMS) and drug therapy have shown the potential to improve the cognitive function of patients with depression. This article reviews related researches in recent years to explore the cognitive impairment and therapeutic methods of patients with depression.