Depression is associated with behavioral avoidance of potentially rewarding environmental contexts. The present study examined the performance of depressive individuals and controls on a neuropsychological measure of decision-making that favors risk avoidance. Depressive (n=41) and control (n=44) participants were administered the Iowa Gambling Task, which measures the ability of participants to maximize earnings by choosing low-risk, low-reward responses over high-risk, high-reward responses. Results provided partial support for the hypothesis that depressive participants would learn to avoid risky responses faster than control participants. Depressive participants demonstrated better performance than controls, scoring higher than controls overall and showing a trend toward earning more money overall. However, the lack of an interaction between depressive status and time does not support the specific hypothesis of more rapid learning. Findings suggested enhanced feedback-based decision-making and risk aversion among depressive individuals.