According to cognitive theories, negative cognitions including negative attitudes towards the future are key factors associated with depressive disorder. We investigated the neural correlates of anticipation of emotional stimuli in patients with unipolar depression to reveal influences of future thinking on brain activity. We used functional magnetic resonance imaging (fMRI) to study 12 female patients with stable antidepressant medication and 12 healthy women. Subjects were presented with positive, negative and neutral pictures that were announced by a congruent cue. Subjects were instructed to expect and subsequently watch the pictures. After scanning, subjects filled the Emotion Regulation Questionnaire (ERQ) to assess the regulation strategies suppression and reappraisal. Compared to the healthy control group, during expectation of negative vs. neutral or positive stimuli the patients showed significantly more activation within the sublenticular extended dorsal amygdala (SLEA) bilaterally but did not differ from controls upon expecting positive stimuli. Hamilton depression scores of the patients correlated positively with activation of the left and right ventral amygdala during expectation of negative stimuli. Furthermore, we found a negative correlation of ventral amygdala activation in the patients with reappraisal scores comprising the ability to limit emotional responding by re-interpreting emotion-eliciting situations. We interpret enhanced activation in the amygdala/SLEA as a possible consequence of altered future thinking in patients suffering from depression. Supporting cognitive theories, this finding does represent evidence that altered cognitions as potentially involved in expectation result in differences in brain activity.