BACKGROUND: Cardiovascular risk factors (CVRFs) and endothelial dysfunction have been associated independently with poorer neurocognition in middle-aged adults, particularly on tests of frontal lobe function. However, to our knowledge, no studies have examined markers of microvascular dysfunction on neurocognition or the potential interaction between macro- and microvascular biomarkers on neurocognition in middle-aged and older adults with major depressive disorder (MDD). METHODS: Participants included 202 adults with MDD who were not receiving mental health treatment. Microvascular endothelial function was assessed using a noninvasive marker of forearm reactive hyperemia velocity while macrovascular endothelial function was assessed using flow-mediated dilation (FMD) of the brachial artery. CVRFs were assessed using the Framingham Stroke Risk Profile and fasting lipid levels. A standardized neurocognitive assessment battery was used to assess three cognitive domains: executive function, working memory, and verbal memory. RESULTS: Greater microvascular dysfunction was associated with poorer neurocognition across all three domains. Microvascular function continued to predict verbal memory performance after accounting for background factors and CVRFs. Macro- and microvascular function interacted to predict working memory performance (F = 4.511, 178, p = 0.035), with a similar nonsignificant association for executive function (F = 2.731, 178, p = 0.095), with moderate associations observed between microvascular function and neurocognition in the presence of preserved FMD (r61 = 0.40, p = 0.001), but not when FMD was impaired (r63 = -0.05, p = 0.675). CONCLUSION: Greater microvascular dysfunction is associated with poorer neurocognition among middle-aged and older adults. This association was strongest in participants with preserved macrovascular function.