This dataset is for a study examining the role of self processing in relation to emotion and reward processing in depression. Participants (n = 144) with varying levels of depression symptoms completed cognitive tasks measuring self processing independently and in combination with emotion and reward processing over two session approximately one week apart. This dataset contains the raw trial level and cleaned aggregate data used for analysis for each of these cognitive tasks (Associative Learning, Go/No-Go Self-Esteem, Social Evaluation Learning), self-report questionnaire data for mood, demographics and output from the clinical interview schedule-revised (.csv, .xlsx and .RDA files). Code used for cleaning and analysis is also provided in the form of R Notebook files.