Objective: To investigate the neuropsychological features of depressed patients reporting high level of psychological pain. Methods: Sixty-two inpatients were included and divided into two groups according to the level of psychological pain assessed by a Likert scale. Cognitive abilities were assessed using the Trail Making Test, the Stroop test, and Verbal Fluency Test (semantic and phonemic verbal fluency). Univariate and multivariate analyses were performed to determine neuropsychological factors associated with a high level of psychological pain. Results: The median level of psychological pain was 8/10. High level of psychological pain was associated with poor phonemic verbal fluency performance in men (p = 0.009), but not in women, even after controlling for confounding factors (age, level of depression, anxiety). Groups did not differ on the Trail Making Test, the Stroop test, or the semantic verbal fluency measure. Conclusion: Psychological pain is a specific clinical entity that should be considered to be more significant than just a symptom of depression. High level of psychological pain appears to be associated with a deficit of phonemic verbal fluency in depressed men. This finding could help to target psychotherapeutic treatments and improve screening.Key pointsPatients with high psychological pain do not differ on the Trail Making Test, the Stroop Test or the Sematic Verbal Fluency Measure to patients with low psychological painHigh psychological pain is associated with a deficit in phonemic verbal fluency in depressed menFuture research should aim to clarify gender differences in psychological pain in participants with and without major depressive disorder, as well as explore the complex relationship between cognition and the different forms of pain (psychological, physical and psychosomatic).