An effect size analysis of neurocognitive function in patients with major depressive disorder using meta-analytic principles was conducted. The results from 726 patients with depression and 795 healthy normal controls revealed that depression had the largest effect on measures of encoding and retrieval from episodic memory. Intermediate effect sizes were recorded on tests of psychomotor speed and tests that require sustained attention. Minimal effect sizes were found on tests of semantic memory, primary memory, and working memory. Moreover, major depressive disorder is accompanied by dysfunction of effortful encoding of information along with an accompanying inefficiency of retrieving poorly encoded information from declarative memory.