Few studies of neuropsychological function in major depression have examined emotional processing or the impact of gender. Patients have also been compared with highly selected control participants and rarely with other patient groups. The objective of this study was to compare neuropsychological function in a major depressive episode (MDE) with a group of patients with an anxiety disorder, social anxiety disorder (SAD), and healthy controls, to include measures of emotional processing and to analyse the effects of gender on neuropsychological function and emotional processing in these groups.