In this study, we intend to test if presenteeism productivity influences the relationship between depressive symptoms and quality of life and also if this relation is conditional upon levels of information processing speed. Data were collected from 231 participants who completed a neuropsychological test and self-reported measures. Results revealed a significant indirect effect and a significant moderation effect. The association between depressive symptoms and presenteeism productivity was moderated by information processing speed only in their medium and high levels. Our findings suggest that individuals with higher levels of processing speed may have more difficulty in focusing on work without being distracted by health problems. The present investigation has made a significant contribution to the existing literature about cognitive function and productivity in workers with depressive symptomatology and its effects on their quality of life.