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Objective: Impairments in episodic future thinking and anticipatory pleasure were noted to explain the depressive symptoms in adults however similar studies are not there in adolescents. This study examined whether there are impairments in episodic future thinking and anticipatory pleasure in clinically-depressed adolescents as compared to non-depressed adolescents, and their association with depression when controlled for executive functions and anxiety symptoms among the depressed adolescents. Methods: The study included 29 adolescents with major depression and 29 adolescents from local schools through convenient sampling technique. All the participants were assessed with standardized measures of depression and anxiety, episodic future thinking, anticipatory pleasure and executive functioning. Results: Depressed adolescents significantly differed from the non-depressed adolescents in autobiographical memory specificity, anticipatory pleasure, and specific dimensions of executive functions. The ANCOVAs indicated executive function slightly attenuated group differences on future specificity which were still non-significant (all p 's >.05). For memory specificity and for anticipatory pleasure, group differences were still significant at p <.05 level. Conclusion: Adolescents with major depressive episode may display similar, but less pronounced, impairments in future thinking than what is previously reported in adults. Though, autobiographical specificity is prominent. The deficits are attributable to depression than executive functioning deficits. [ABSTRACT FROM AUTHOR]