Background/Aims: In major depression cognitive impairment is common and may persist despite improvement in psychopathology. So far it is unclear how closely related improvement in cognitive functioning is to the clinical course of depression. Further, it is unclear whether recovery from cognitive impairment is linked to changes in serum brain-derived neurotrophic factor (sBDNF). The objectives of this study were (1) to explore the predictive value of cognitive impairment for therapeutic outcome, and (2) to assess the association between cognitive performance and sBDNF levels over a 6-week course of antidepressant treatment. Methods: Twenty-five adult patients suffering from major depression underwent standardized treatment with duloxetine. Both severity of depression as assessed by the Hamilton Depression Rating Scale and sBDNF levels were measured at baseline, and after 1, 2 and 6 weeks of treatment. Cognitive performance, i.e. alertness, working memory, and divided attention, was assessed at baseline, after 1 week, and at the end of treatment after 6 weeks. Results: Higher performance in alertness and divided attention at baseline correlated with less severe depression at week 6. During the first week of treatment, a greater increase in sBDNF was associated with a greater improvement in alertness at week 6. Conclusion: Greater alertness at baseline was a predictor of favorable antidepressive treatment outcome. Moreover, the early increase in sBDNF correlated with improvement in attention functioning. Thus, recovery from cognitive impairment and an early increase in sBDNF seem to be associated.