Background: Patients with major depressive disorder (MDD) show impairments in cognitive functioning, including deficits on performance-based measures of functional capacity. A proportion of patients with MDD may achieve higher scores at baseline, and may not show a detectable response to treatment. How to identify these cases is the goal of this investigation. Methods: Retrospective analyses of data from the CONNECT study with vortioxetine were performed to determine whether the Work Limitations Questionnaire (WLQ) can be used to exclude very high-performing patients on the functional capacity outcome measure, University of California San Diego Performance-Based Skills Assessment (UPSA), in studies evaluating cognitive function impairment in MDD, to identify those with greater potential for treatment response. The post-hoc analyses included data on cognitive function assessed with a Digit Symbol Substitution Test (DSST) from vortioxetine-treated patients. Results: WLQ score >13 identified patients with greater impairments in UPSA-Brief (UPSA-B). Patients with WLQ scores >13, but not with scores ≤13, showed statistically significant improvements with vortioxetine treatment in UPSA-B and DSST compared with placebo. Limitations: Study limitations include small sample size and use of post-hoc analyses. The generalizability of this analysis is limited to working patients with MDD. Conclusions: The WLQ can be used to identify patients with MDD with high potential for treatment response in studies evaluating cognitive function impairment while excluding patients likely to achieve ceiling scores on UPSA. This approach helps identify higher performers on potential outcomes measures without biasing the study by requiring a specific UPSA cutoff score for eligible participants.