The pathology of the prefrontal cortex (PFC) may play an important role in the development of the symptoms of major depressive disorder. In this study, the authors used the Wisconsin Card Sorting Test (WCST) and the Iowa Gambling Test (IGT) to investigate PFC functions in depression. The WCST investigates cognitive set-shifting abilities, whereas the IGT is sensitive for the cumulative effect of reward and punishment on decision-making. Participants were 20 patients with DSM-IV major depressive disorder and 20 age-, gender-, and education-matched healthy control subjects. The depressed patients showed significant impairment in both tests, but the WCST and IGT scores did not correlate. There was no significant correlation between the test results and the severity of depressive and anxiety symptoms. Our results suggest a global impairment of the PFC in depression, which includes the dorsolateral and ventromedial regions.