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It remains unclear whether tDCS treatment has cognitive benefits in depression.This individual patient data meta-analysis examined effects from seven RCTs.Active tDCS treatment did not cause cognitive benefits compared to sham.Transcranial direct current stimulation (tDCS) has emerged as a promising new treatment for major depression. While recent randomised, sham-controlled studies found tDCS to have antidepressant effects, it remains to be determined whether a tDCS treatment course may also enhance cognitive function independent of mood effects in depressed patients.This systematic review and individual patient data (IPD) meta-analysis examined cognitive outcomes from randomised, sham-controlled trials of tDCS treatment for major depression.Seven randomised, sham-controlled trials (n = 478 participants, 260 in active and 218 in sham) of tDCS for major depression were included. Results showed no cognitive enhancement after active tDCS compared to sham for the 12 cognitive outcomes investigated. Active relative to sham tDCS treatment was associated with reduced performance gains on a measure of processing speed (β = −0.33, 95% CI −0.58; −0.08, p = 0.011). Active tDCS treatment for depression did not show cognitive benefits independent of mood effects. Rather, tDCS treatment relative to sham stimulation for major depression may instead be associated with a reduced practice effect for processing speed.