This study is the first to compare event-based prospective memory performance in individuals with depression and healthy controls. The degree to which self-initiated processing is required to perform the prospective memory task was varied. Twenty-eight individuals with depression and 32 healthy controls worked on a computerised prospective memory task. Prospective cues were either presented focally or non-focally to the ongoing activity. Collapsing data across both conditions, controls outperformed individuals with depression in the prospective memory task. Overall, participants showed a poorer prospective memory performance in the non-focal condition that required self-initiated processing to a higher degree than the focal condition. Importantly, as revealed by a group by task condition interaction, groups did not differ in the focal condition, whereas, controls outperformed individuals with depression in the non-focal condition. The results are in line with the multiprocess framework of event-based prospective remembering and the cognitive-initiative account of depression-related cognitive deficits.