Depressed individuals have been characterized to lack cognitive resources during thought suppression. In order to probe psychological mechanisms underlying this phenomenon, we compared response latencies among depressed and non-depressed college students under lexical decision task. Seventy-three participants judged whether a presented letter string was a word or not while thinking or not thinking various concepts. The depressed individuals performed better than the non-depressed, only under the suppression instruction, suggesting that the depressed failed to allocate cognitive resource to the suppression task under the condition. Implications for the study of cognitive processes taking place among the depressed are discussed.