Background: Previous studies showed that MD is associated with a variety of cognitive deficits and executive dysfunctions which can persist even in remitted states. However, the role of cognitive impairments in MD psychopathology and treatment is not fully understood. This article aims to discuss how executive functions central components (e.g., Working memory and attention) mediate MD psychopathology considering the role of dorsolateral prefrontal cortex (dLPFC) and present findings of a brain stimulation experiment to support this notion. Methods: The effect of transcranial direct current stimulation (tDCS) of the dLPFC on enhancing cognitive control functions was investigated. Twenty-four patients with MD (Experimental group=12, Control group=12) received 10 sessions of tDCS (2 mA for 30 min) over 10 consecutive days. The experimental group received active stimulation and the control group received sham stimulation. Participant's performance on cognitive functions (PAL, SRM, RVP and CRT from CANTAB) and their depression scores were assessed before and after tDCS. Results: Results showed that brain stimulation of the dLPFC improved executive dysfunction in patients and a significant improvement on depression scores was also observed suggesting that cognitive control dysfunction may be a mediator in emotional dysregulation and psychopathology of MD. Limitations: No follow-up investigation was done in this study which does not allow to infer long-term effect of tDCS. Low-focality of tDCS might have stimulated adjacent areas too. Conclusion: Cognitive components, namely cognitive control dysfunction, play role in MD psychopathology as they are involved in emotion dysregulation in MD. The amount of contribution of cognitive components in MD psychopathology is however, an open question. tDCS can be used as an intervention to improve cognitive dysfunction in MD.