Major depression is a highly prevalent psychopathology with high relapse rates. Following remission from a depressive episode, neurocognitive difficulties in attention, working memory and executive function often persist, preventing full clinical recovery. These neurocognitive deficits are often present since the first depressive episode and have been shown to predict relapse. The efficacy of computerised neurocognitive remediation therapy (NCRT) to improve attention, memory and executive function has been demonstrated in several clinical populations but randomised controlled trials (RCT) have not been conducted in depression. The present study aimed to conduct a pilot, randomised study, of computerised NCRT for individuals with past depression, currently in remission. Twenty two individuals remitted from depression were randomly assigned to receive 20 one-hour sessions over 5 week of ether computerised NCRT or a component-equivalent allocation (play online computer games). The NCRT group showed significantly larger improvements in performance relative to the Games group in the three targeted neurocognitive domains: divided attention, verbal working memory, and planning, but also in non-targeted domains of long-term verbal memory and switching abilities. No significant effect was observed in the NCRT-targeted domain visual working memory. These preliminary results suggest computerised NCRT efficacy to improve targeted neurocognitive processes during depression remission and support its potential value as preventative connected intervention tool.