In the current study, the investigators will conduct the first study to investigate the utility of GMT in patients with MDD or with PTSD. Specifically, the primary aim of this proposed study is to examine whether a standardized 9-week program of GMT results in durable improvements in cognitive functioning relative to a wait-list control (WLC). A secondary aim will be to determine whether participation in the GMT group is associated with long-term functional improvements. The investigators hypothesize that at post-treatment, participants with MDD and with PTSD assigned to the GMT groups will show significantly greater improvement in neuropsychological test performance and greater functional improvement compared to participants in the WLC group; these gains are expected to be maintained at 3 month follow-up.