Questions have been raised about whether poor performance on memory tasks by individuals with major depressive disorder (MDD) might be the result of poor or variable effort or disease-related disruption of neural circuits supporting memory functions. The present study examined performance on a measure of task engagement and on an auditory memory task among 45 patients with MDD (M age = 47.82, SD = 19.55) relative to 32 healthy controls (HC; M age = 51.03, SD = 22.09). One-hundred percent of HC and MDD volunteers performed above the threshold for adequate effort on a formal measure of task engagement. The MDD subjects performed significantly more poorly than the HC subjects on an auditory learning and memory test. The present results suggest that auditory memory difficulties do occur among those with MDD and that decrements in performance in this group may be related to factors other than lack of effort.