Objective: Adaptive human behaviour requires cognitive control - the monitoring of actions and performance, to regulate and coordinate ongoing behaviour. Major depression is associated with neuropsychological differences in cognitive control, however behavioural experiments have failed to consistently reflect this. We explore this discrepancy. Method: Two experiments were conducted, in which participants completed an Emotional Stroop task, and the Beck Depression Inventory-II. In Experiment 1, participants were instructed to judge the font colour of a printed word. The word could have emotional or non-emotional meaning. In Experiment 2, participants judged the font colour of the word, and also identified whether any letter was italicised. This manipulation was designed to induce errors to facilitate analysis. Results: Depression symptoms are linked to severe deficits in cognitive control following errors. In Experiment 1, for emotional words, major depression symptoms were associated with a failure to instigate behavioural adjustments following errors, leading to reduced performance (F(1,25) = 4.61, p =.042). For non-emotional content, we found major depression symptoms were associated with substantial adjustments following errors, mitigating reduced performance. These findings were replicated in Experiment 2 using a more robust analysis (F(1,30) = 6.45, p =.017). Conclusions: These findings suggest that under emotional priming, major depression is marked by a failure to adapt behaviour in response to relevant environmental feedback. This work has implications for interpreting prior and future scientific findings, and may also inform clinical applications for depression treatment.