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Depression is often associated with co-occurring neurocognitive deficits in executive function (EF), processing speed (PS) and emotion regulation (ER), which impact treatment response. Cognitive training targeting these capacities results in improved cognitive function and mood, demonstrating the relationship between cognition and affect, and shedding light on novel targets for cognitive-focused interventions. Computerized cognitive training (CCT) is one such new intervention, with evidence suggesting it may be effective as an adjunct treatment for depression. Parallel research suggests that mindfulness training improves depression via enhanced ER and augmentation of self-referential processes. CCT and mindfulness training both act on anti-correlated neural networks involved in EF and ER that are often dysregulated in depression—the cognitive control network (CCN) and default-mode network (DMN). After practicing CCT or mindfulness, downregulation of DMN activity and upregulation of CCN activity have been observed, associated with improvements in depression and cognition. As CCT is posited to improve depression via enhanced cognitive function and mindfulness via enhanced ER ability, the combination of both forms of training into mindfulness-enhanced CCT (MCCT) may act to improve depression more rapidly. MCCT is a biologically plausible adjunct intervention and theoretical model with the potential to further elucidate and target the causal mechanisms implicated in depressive symptomatology. As the combination of CCT and mindfulness has not yet been fully explored, this is an intriguing new frontier. The aims of this integrative review article are four-fold: (1) to briefly review the current evidence supporting the efficacy of CCT and mindfulness in improving depression; (2) to discuss the interrelated neural networks involved in depression, CCT and mindfulness; (3) to present a theoretical model demonstrating how MCCT may act to target these neural mechanisms; (4) to propose and discuss future directions for MCCT research for depression.