Cognitive dysfunctions are part of the symptomatology of depressive disorders but they may persist even after the patient reaches symptomatic remission. As persistent symptoms of depression, cognitive dysfunctions may inhibit and restrict the patient’s functioning in many spheres and significantly impair its quality. In addition, they increase the risk of somatic diseases and contribute to the increase of benefits disbursed from state aid. Furthermore, it is a factor negatively affecting the prognosis of depressive disorders because it increases the risk of recurrence of depression and reduces the susceptibility to pharmacotherapy. Neural network dysfunctions and changes in morphometry in particular areas of the brain are responsible for the persistence of cognitive deficits after MDD treatment. Most of currently used thymoleptics facilitate remission of depressive disorders but do not lead to reversal of cognitive deficits. There is growing evidence that antidepressants used in clinical practice can improve cognitive functions regardless of their impact on the affective component. The aim of the present study is to discuss the neurobiological mechanisms of cognitive dysfunctions and their clinical symptoms, and to present therapeutic prospects for patients with persistent cognitive dysfunctions in depressive disorders.