Depressive disorders are currently the expression of psychological and neurological vulnerabilities, which may be induced or increased by depression. Recurrence or chronic course of depressive episodes is more frequently associated with short-term or persistent cognitive deficits, and may increase the risk of dementia. This raises the question of shared pathophysiological factors. It is of major importance to assess the evolution of cognitive functioning after late-onset depressive episodes or after multiple episodes. This is one of the main reasons to prevent recurrence of depression, especially in the second part of life.