This study aimed to evaluate the effectiveness of repeated transcranial direct current stimulation (rtDCS), cognitive behavioral therapy (CBT), and their combination (rtDCS-CBT) in the treatment of cognitive dysfunction, social cognition, and depressive symptoms in women diagnosed with major depressive disorder (MDD). A total of 40 female participants with MDD were randomly assigned to one of four groups: rtDCS, CBT, rtDCS-CBT, and a control group. The participants' depressive symptoms, executive functions, and social cognition were assessed at baseline, preintervention, postintervention, and during a 1-month follow-up. The rtDCS group received 10 sessions of anodal dorsolateral and cathodal ventromedial prefrontal cortex (2 mA for 20 minutes). The CBT group received 10 sessions of traditional CBT, whereas the combined group received CBT after the tDCS sessions. The results of the analysis of variance indicated that all intervention groups demonstrated significant improvements in depressive symptoms, cognitive dysfunction, and social cognition compared with the control group (all p < 0.001). Furthermore, the rtDCS-CBT group exhibited significantly greater reductions in depressive symptoms when compared with each intervention alone (all p < 0.001). Notably, working memory improvements were observed only in the rtDCS group (p < 0.001). In conclusion, this study suggests that both CBT and tDCS, either individually or in combination, have a positive therapeutic impact on enhancing executive functions, theory of mind, and depressive symptoms in women with MDD.