Attention plays an essential role in supporting other cognitive functions and behavior, and disturbance of attention is one of the most common symptoms in major depressive disorder (MDD). Although treatment with venlafaxine for MDD symptoms has been shown to reduce deficits in cognition and emotion regulation, it remains unclear whether venlafaxine improves specific attentional functions. We used the Attention Network Test to measure the attentional functions of alerting, orienting, and executive control before and after treatment with venlafaxine in patients with MDD compared to untreated healthy controls. Before treatment, the MDD group showed a selective impairment in alerting and executive control of attention, while there were no significant group differences in the orienting function. The interaction between group and session was significant for executive control, and after treatment with venlafaxine, the performance of the MDD group on executive control of attention was not significantly different from that of controls. Reported symptoms of MDD were also significantly reduced after treatment with venlafaxine. These results demonstrate that treatment with venlafaxine selectively normalizes the executive control function of attention in addition to improving clinical symptoms in MDD.