Patients with major depression (MDD) often report relevant cognitive problems in everyday life while performance in standardised neuropsychological tests is not severely disturbed. This discrepancy may partly be due to the differences between the demands of everyday life with the presence of emotionally relevant distractors and standardised neuropsychological settings without those distractors. In the present study, we hypothesise that patients with major depression (MDD) show an increased distractibility towards emotionally negative stimuli and that this distractibility is related to complaints of cognitive functioning in everyday life. Thirty MDD patients and 48 healthy participants performed our recently developed learning paradigm with neutrally and negatively valenced distraction as well as without distraction. Both groups also performed a neuropsychological test battery as well as self- and observer ratings of impairments in memory and attention in every day life. In the MDD sample, cognitive impairments were reported by the patients and their relatives but were not found in the neuropsychological tests. We found a trend towards a poorer memory performance with negatively valenced distraction in the MDD sample when compared to the performance of healthy subjects. However, this impairment was not related to the self- and observer ratings. This result may be due to the fact that the distractors were not personally relevant to the subjects whereas everyday life implies such distractors. Further research is needed to explore everyday cognitive functioning of patients with MDD.