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The cognitive theory of depression proposes significant relations between negative thoughts and depression. Evidence for the model has been widely observed in Western countries. However, despite the high prevalence of depression in the Middle East (ME), there has been limited research that has evaluated the cognitive profiles of people living in this region, and especially in non‐Arab countries like Iran. The current research examined these relationships in Iran. Convenience sampling was used to recruit 80 depressed and 80 non‐depressed individuals via advertising in clinics and public areas, respectively. Depression status was checked with a structured interview, the Major Depressive Disorder subscale of the Psychiatric Diagnostic Screening Questionnaire, and the Beck Depression Inventory‐II. All participants completed the Automatic Thoughts Questionnaire‐Negative to examine the frequency of negative automatic thoughts. Unlike other results from Arab countries, depressed participants indicated significantly more negative thoughts towards self and future compared with the non‐depressed group. The results of the present study are consistent with the negativity hypothesis of the cognitive theory of depression. Further research is needed in the in ME, to investigate other hypotheses of this theory in this region. Strengths and limitations of the present study are discussed. [ABSTRACT FROM AUTHOR]