Major depressive disorder is characterized by impairments in memory, attention and executive functions, particularly the cognitive inhibition and in emotional regulation. The objective of this study was to evaluate the process of emotional processing in major depressive disorder byfocusing on cognitive inhibition and the implicit treatment of emotional information. In a first experiment, we evaluated the ability of cognitive inhibition in a population of twenty patients suffering from major depressive disorder, based on the model of Hasher and Zacks (1988), using neutral material. A cross-modal emotional priming task (face, sound, word) was used to assess the implicit process. We used this task on 275 healthy subjects in order to evaluate a possible gender effect and with depressed patients. The main results confirm impairment in cognitive inhibition in patients suffering from major depressive disorder, particularly in terms of access and restraint functions. The emotional priming tesk allows us to confirm the bias toward negative information, correlated with lack of cognitive inhibition. The gender difference, with a greater sensibility for healthy women to negative environment was also found in depressed women. We discuss the consequence of impairment in cognitive inhibition on the processes of emotional regulation in major depressive disorder, and also the issue of female vulnerability, psychopathological and therapeutic.