The purpose of this review is to provide a comprehensive analysis of the intricate relationships between cognitive control, depression, and emotion regulation. Cognitive control, encompassing processes such as attentional control, inhibitory control, and cognitive flexibility, plays a central role in regulating thoughts, behaviors, and emotions in alignment with internal goals and external demands. Depression, characterized by persistent feelings of sadness, hopelessness, and cognitive impairments, is associated with deficits in cognitive control processes. Emotion regulation strategies, such as cognitive reappraisal and expressive suppression, enable individuals to modulate emotional experiences and responses. The bidirectional relationships between cognitive control, depression, and emotion regulation underscore the complexity of cognitive and emotional processes in depression. Understanding these relationships is crucial for developing targeted interventions aimed at promoting cognitive and emotional well-being and preventing depression onset and recurrence. Moreover, recognizing the roles of cognitive control and emotion regulation in depression holds promise for informing clinical practice and enhancing therapeutic interventions. This review highlights the importance of considering cognitive control and emotion regulation in the assessment and treatment of depression and provides insights for future research and clinical practice.