The findings for implicit (procedural) learning impairment in major depression are mixed. We investigated this issue using transcranial direct current stimulation (tDCS), a method that non-invasively increases/decreases cortical activity. Twenty-eight age- and gender-matched, antidepressant-free depressed subjects received a single-session of active/sham tDCS. We used a bifrontal setup - anode and cathode over the left and right dorsolateral prefrontal cortex (DLPFC). The probabilistic classification-learning (PCL) task was administered before and during tDCS. The percentage of correct responses improved during sham; although not during active tDCS. Procedural or implicit learning acquisition between tasks also occurred only for sham. We discuss whether DLPFC activation decreased activity in subcortical structures due to the depressive state. The deactivation of the right DLPFC by cathodal tDCS can also account for our results. To conclude, active bifrontal tDCS prevented implicit learning in depressive patients. Further studies with different tDCS montages and in other samples are necessary.