This study examined whether attentional biases for emotional information are associated with impaired mood recovery following a sad mood induction among individuals with and without major depressive disorder (MDD). Attentional biases were assessed with an exogenous cuing task using emotional facial expressions as cues among adults with (n = 48) and without (n = 224) current MDD. Mood reactivity and recovery were measured following a sad mood induction. Mood reactivity strongly predicted mood recovery; however, this relationship was moderated by attentional biases for negative emotional stimuli. Biases for sad and fear stimuli were associated with diminished mood recovery following mood induction across the sample. However, biases for sad stimuli were associated with significantly greater impairments in mood recovery among individuals with MDD than healthy controls. Furthermore, within the MDD group, impaired mood recovery was positively associated with depression severity. These results suggest that attentional biases maintain depression, in part, by facilitating the persistence of sad mood.