This study aimed to determine: i) the correlation between objective and subjective cognition, ii) the correlates of objective and subjective cognition and iii) the predictors of discrepancy between objective and subjective cognition. Participants were non-elderly patients with major depressive disorder (MDD). We assessed subjective cognition using the Perceived Deficit Questionnaire for Depression (PDQ-D) and objective cognition using Face I and Face II tests of the Wechsler Memory Scale, 3rd edition and Digit Span and Matrix Reasoning tests of the Wechsler Intelligence Scale for Adults, 3rd edition. The discrepancy between objective and subjective cognition was estimated. Participants were 57 outpatients with MDD. PDQ-D scores were not correlated with composite neurocognitive test (NCT) z scores. Years of education significantly predicted composite NCT z scores, as did age. The 9-item Patient Health Questionnaire (PHQ-9) scores significantly predicted PDQ-D scores, as did antidepressant treatment. Age significantly predicted discrepancy scores, as did PHQ-9 scores. In conclusion, objective and subjective cognition in patients with MDD are not correlated. Age and education predict objective cognition. Depression. severity and antidepressant treatment predict subjective cognition. Age and depression severity may predict the discrepancy between objective and subjective cognition.