Introduction: Nearly 40% of patients with Major Depressive Disorder (MDD) have been found to experience cognitive impairment in at least one domain. Cognitive impairment associated with MDD is disproportionately represented in patients that have not fully returned to psychosocial functioning. As awareness regarding cognitive dysfunction in MDD patients grows, so does the interest in developing newer treatments that specifically address these deficits. Method: In the present study, we conduct a systematic review of controlled randomized clinical trials that used cognitive training and remediation interventions for improving cognitive functions and reducing symptom severity in adult patients with MDD. We selected studies published before March 2022 using search databases including PubMed, ScienceDirect, Scopus, and Google scholar. For conducting the meta-analysis, standard differences in means with the random effect model and with a 95% confidence interval of change in outcome measures from baseline to post-intervention between the cognitive rehabilitation and the control groups were calculated. Results: The database search resulted in identifying 756 studies of interest, which ultimately 15 studies with 410 participants in the cognitive rehabilitation group and 339 participants in the control group were included. The meta-analysis of the data extracted from these studies, shows a moderate and significant effect on the executive function (d = 0.59 (95% CI, 0.25 to 0.93) p-value = 0.001, I² = 15.2%), verbal learning (d = 0.45 (95% CI, 0.12 to 0.78) p-value = 0.007, I² = 0.00%), and working memory (d = 0.41 (95% CI, 0.18 to 0.64) p-value < 0.001, I² = 33%) of MDD patients. Although, there were no significant difference between intervention and control group in attention (d = 0.32 (95% CI, -0.01 to 0.66) p-value = 0.058, I² = 0.00%) or depressive symptoms. Conclusion: This systematic review and meta-analysis indicate that cognitive rehabilitation is an effective intervention for the executive function, verbal learning, and working memory of MDD patients. Due to the importance of these neuropsychological deficits in day-to-day life and the core symptoms of MDD, cognitive rehabilitation should be considered an important part of treating MDD. Further research in this area and concentrated on these particular deficits is warranted.