In addition to their core affective components, MDD and PTSD are associated with poor cognitive functioning across a host of highly similar domains, including declarative memory, short-term memory, attention, and executive functioning. These deficits have been associated with reduced response to pharmacological and non-pharmacological interventions and poor functional outcomes. Given the potentially devastating impact of poor cognitive functioning on the ability of patients with affective disorders to benefit from treatment interventions, and its association with poor functional outcomes, there is an urgent need to identify novel treatment interventions aimed at reducing cognitive dysfunction in these disorders. Accordingly, the aim of the present proposal is to a randomized controlled trial examining the efficacy of a well-established cognitive intervention aimed at reducing attentional and executive dysfunction, Goal Management Training® (GMT), in the treatment of cognitive deficits among patients with MDD and with PTSD. A secondary aim is to determine the longer-term impact of this approach on functional outcomes.