To explore the differences in neurocognitive function among patients with first-episode untreated depression who had a positive family history, those with a negative family history, and the healthy population, so as to identify the specific risk markers of neurocognitive function in the patients with first-episode untreated depression and a positive family history. Methods: A total of 32 patients with first-episode untreated depression and a positive family history, 36 patients with first-episode untreated depression and a negative family history, and 35 healthy volunteers were enrolled. The neuropsychological state assessment kit was used to measure neurocognitive function across five domains of immediate memory, visual span, speech function, attention, and delayed memory before psychiatric drug intervention, and the Hamilton Anxiety Rating Scale (HAMA) and Hamilton Depression Rating Scale (HAMD) were used to assess clinical symptoms. Results: The scores of immediate memory, visual span, speech function, attention, and delayed memory in the patients with first-episode untreated depression and a positive or negative family history were significantly lower than those in the healthy volunteers (P<0.01). The scores of immediate memory, speech function, and attention in patients with first-episode untreated depression and a positive family history were lower than those in patients with first-episode untreated depression and a negative family history (P<0.05). The results of Spearman’s correlation analysis showed that there were no correlations between the score of each domain of neurocognitive function and HAMA and HAMD scores in patients with first-episode untreated depression and a positive family history. In patients with first-episode untreated depression and a negative family history, the score of delayed memory was negatively correlated with HAMA score (P<0.05, r =－0.397), and the score of speech function was negatively correlated with HAMD score (P<0.05, r=－ 0.039). Conclusion: There may be preexisting specific markers of neurocognitive function in patients with first-episode untreated depression and a positive family history. The immediate memory, speech function, and attention in the neuropsychological state assessment kit can be considered as neurocognitive risk markers. The impaired neurocognitive function may not be correlated with clinical symptoms.