Neurocognitive function is reduced in major depression, but uncertainties remain about if and to what extent improvement in neurocognitive function follows remission of depressive symptoms. A total of 30 patients with Diagnostic and Statistical Manual of Mental Disorders-Fourth Edition (DSM-IV) diagnosis of unipolar major depressive disorder (MDD) at baseline were tested neuropsychologically again, after a mean test-retest interval of 2 years. At retest, patients were partly or completely recovered from depression. Remission of depression was followed by improvement in verbal memory function up to the level of healthy controls, but no associations between improvement in depression and improvement in other dimensions of neurocognitive function were found. Neurocognitive function at baseline was not predictive of improvement in depressive symptoms over time. The present study provided some support for the state hypothesis as to the association between neurocognitive impairment and depression.