Beck's cognitive theory of depression postulates several types of cognitive bias among depressed patients. Empirical studies supporting this hypothesis have usually used questionnaire “endorsement” measures of cognition, which may suggest responses to subjects. We used the articulated thoughts during simulated situations (ATSS) method of cognitive assessment in comparing cognitive processes of 15 outpatients with major depression with those of 15 nondepressed psychiatric outpatients in three simulated situations. Depressed patients exceeded nondepressed patients in cognitive bias only in the negative (not the neutral or positive) simulated situation. Discussion centered on the possible utility of ATSS for research on cognition in stressful situations.