This multicenter, randomized, double-blind, placebo-controlled, active-referenced (duloxetine 60 mg), parallel-group study evaluated the short-term efficacy and safety of vortioxetine (10-20 mg) on cognitive function in adults (aged 18-65 years) diagnosed with major depressive disorder (MDD) who self-reported cognitive dysfunction. Efficacy was evaluated using ANCOVA for the change from baseline to week 8 in the digit symbol substitution test (DSST)-number of correct symbols as the prespecified primary end point. The patient-reported perceived deficits questionnaire (PDQ) and physician-assessed clinical global impression (CGI) were analyzed in a prespecified hierarchical testing sequence as key secondary end points. Additional predefined end points included the objective performance-based University of San Diego performance-based skills assessment (UPSA) (ANCOVA) to measure functionality, MADRS (MMRM) to assess efficacy in depression, and a prespecified multiple regression analysis (path analysis) to calculate direct vs indirect effects of vortioxetine on cognitive function. Safety and tolerability were assessed at all visits. Vortioxetine was statistically superior to placebo on the DSST (P < 0.05), PDQ (P < 0.01), CGI-I (P < 0.001), MADRS (P < 0.05), and UPSA (P < 0.001). Path analysis indicated that vortioxetine’s cognitive benefit was primarily a direct treatment effect rather than due to alleviation of depressive symptoms. Duloxetine was not significantly different from placebo on the DSST or UPSA, but was superior to placebo on the PDQ, CGI-I, and MADRS. Common adverse events (incidence ⩾ 5%) for vortioxetine were nausea, headache, and diarrhea. In this study of MDD adults who self-reported cognitive dysfunction, vortioxetine significantly improved cognitive function, depression, and functionality and was generally well tolerated.