Cognitive dysfunction is commonly seen in patients with major depressive disorder (MDD). It is one of the most disabling and difficult-to-treat aspects in depression. Conventional antidepressants target mostly at the alleviation of mood symptoms by altering levels of serotonin, norepinephrine and other neurotransmitters in the brain, while having less effect on the cognitive disturbances in depression. Vortioxetine, a “multi-modal” antidepressant, exerts multiple pharmacological effects by simultaneously acting at six pharmacological targets with three modes of action. It is believed to have additional efficacy for the improvement of cognitive functions in depression. In this review, we managed to identify four primary studies, two post-hoc analysis studies, one meta-analysis and three review articles on the use of vortioxetine for cognitive functions in depressive patients. In general, the current evidences for the use of vortioxetine to improve cognitive impairment are quite assuring with a satisfactory safety profile. Having the ability to augment and regulate cognitive performance in patients, it should be considered as a useful treatment option particularly in patients with major depressive disorder where cognitive impairment is present.