This OSF page complements the following manuscript: de Nooij, L, Harris, MA, Adams, MJ, Clarke, T-K, Shen, X, Cox, SR, McIntosh, AM & Whalley, HC 2020, 'Cognitive functioning and lifetime major depressive disorder in UK Biobank', European Psychiatry, vol. 63, no. 1. https://doi.org/10.1192/j.eurpsy.2020.24 With this page we aim for transparency, and that reproducibility of our research is possible for other researchers that have access to UK Biobank data. There are restrictions prohibiting the provision of data for this manuscript. The data were obtained from a third party, UK Biobank, upon application. Interested parties can apply for data from UK Biobank directly, at http://www.ukbiobank.ac.uk. UK Biobank will consider data applications from bona fide researchers for health-related research that is in the public interest. By accessing data from UK Biobank, readers will be obtaining it in the same manner as we did. If you are a bona fide researcher with access to UK Biobank data, and would like access to data R data structures used for the study main analyses (i.e. data after preparation and 'data wrangling' of the original data), please contact Dr Heather Whalley at University of Edinburgh.