Abstract: Background: Recurrent-episode Major Depressive Disorder (MDD) is associated with a number of neuropsychological deficits. To date, less is known about whether these are present in the first-episode. The current aim was to systematically evaluate the literature on first-episode MDD to determine whether cognition may be a feasible target for early identification and intervention.Methods: Electronic database searches were conducted to examine neuropsychological studies in adults (mean age greater than 18years old) with a first-episode of MDD. Effect sizes were pooled by cognitive domain. Using meta-regression techniques, demographic and clinical factors potentially influencing heterogeneity of neuropsychological outcome were also investigated.Results: The 15 independent samples reviewed yielded data for 644 patients with a mean age of 39.36years (SD=10.21). Significant cognitive deficits were identified (small to medium effect sizes) for psychomotor speed, attention, visual learning and memory, and all aspects of executive functioning. Symptom remission, inpatient status, antidepressant use, age and educational attainment, each significantly contributed to heterogeneity in effect sizes in at least one cognitive domain.Limitations: Reviewed studies were limited by small sample sizes and often did not report important demographic and clinical characteristics of patients.Conclusions: The current meta-analysis was the first to systematically demonstrate reduced neuropsychological functioning in first-episode MDD. Psychomotor speed and memory functioning were associated with clinical state, whereas attention and executive functioning were more likely trait-markers. Demographic factors were also associated with heterogeneity across studies. Overall, cognitive deficits appear to be feasible early markers and targets for early intervention in MDD.