Whereas explicit measures of the self-concept typically demonstrate a negative bias in depressed individuals, implicit measures such as the Implicit Association Test (IAT), revealed an opposite, positive bias. To address this inconsistent pattern, the authors examined, using a novel paradigm, mental set maintenance (i.e., the difficulty of maintaining active a required mental set) and set operation (the efficiency of executing the mental set while it is maintained). Dysphoric (N = 33) and nondysphoric (N = 30) participants alternated between an IAT focusing on self reference and a matched neutral task. Nondysphorics had greater difficulty in maintaining a negative self reference task compared to a neutral task. Conversely, dysphorics did not exhibit such difficulty, and they maintained a negative self-reference task more easily than nondysphorics. No group differences were evinced in smoothness of set operation. These results suggest that the shield protecting nondysphorics from maintaining negative mental sets is absent in dysphorics.