This paper describes two studies that assessed the strength of the relationship between the appraisal of one's problem solving effectiveness and depressive symptomatology. Assessment of problem solving appraisal included the Problem Solving Inventory (PSI). In the first study, 268 college undergraduates completed the PSI and the Beck Depression Inventory. Regression analyses indicated that all three problem solving dimensions were significant predictors of depressive symptoms. The second study compared subjects who were diagnosed as experiencing unipolar major depressive disorder with demographically similar normal controls. Results from multivariate analyses indicated that the depressed group appraised their overall problem solving attempts as less effective, rated their problem solving attempts to be less systematic, and reported lowered ability to maintain personal control in problem situations.