Previous studies have shown that males with substance use disorder (SUD) in their first mandatory detoxification experience high rates of depression. It is unknown whether this high depression incidence contributes to impaired inhibition. In this work, two studies were undertaken to examine the role of depression in cognitive inhibition in heroin and methamphetamine withdrawal. We used the Beck Depression Inventory (BDI) and the self-control scale (SCS) to explore the relationship between depression and impulse inhibition in patients participating in mandatory drug treatment for the first time (Study 1). The results showed that depression negatively predicted impulse inhibition. The Stroop color–word interference task was used to explore the role of patients’ depression in their inhibitory abilities (Study 2). The results showed that the high-depression group had weaker inhibition performances in the Stroop color–word interference task compared to the low-depression group. This study shows that cognitive inhibition is weaker in people with high-depression addiction than in those with low depression. This result suggests that attention should be paid to the role of depressive comorbidity when conducting working memory training treatment for substance addiction.