This post hoc analysis was undertaken to further explore the association of cognitive symptoms with health-related quality of life (HRQoL) and work productivity at the time of treatment initiation in Chinese patients with major depressive disorder (MDD) in the Prospective Research Observation to Assess Cognition in Treated patients with MDD (PROACT) study.This was an epidemiological, non-interventional, prospective cohort study in adult outpatients with moderate-to-severe MDD initiating antidepressant monotherapy (first or second line). Crude and adjusted analyses of covariance were performed to assess the association of perceived cognitive symptoms (20-item Perceived Deficits Questionnaire-Depression [PDQ-D] total score) or observed cognitive performance (Digit Symbol Substitution Test [DSST] score) with HRQoL (EuroQoL 5-Dimensions Questionnaire index) and work productivity (Work Productivity and Activity Impairment [WPAI] or Sheehan Disability Scale [SDS] absenteeism and presenteeism scores). Adjusted analyses included depression severity, age, sex, residential area (urban/rural), and educational level.Of 1008 patients enrolled in the PROACT study, 986 were included in this analysis. Severity of perceived cognitive symptoms (ie, higher PDQ-D total score) was significantly associated with worse HRQoL (<0.001) and higher levels of absenteeism (=0.020 for the WPAI and =0.002 for the SDS) and presenteeism (<0.001 for both scales). The association of perceived cognitive symptoms with HRQoL and presenteeism was independent of depression severity. The association between observed cognitive performance (DSST score) and HRQoL was less robust. No association was seen between observed cognitive performance and levels of absenteeism or presenteeism assessed by either scale.Results of this real-world study illustrate the impact of cognitive symptoms on HRQoL and work productivity in Chinese patients with MDD, and highlight the importance of assessing and targeting cognitive symptoms in order to improve functional outcomes when treating patients with MDD.