Patients with Parkinson's disease (PD), patients with Major Depression (MD) and normal control (NC) subjects were administered a continuous performance test (CPT) under neutral and incentive conditions. Patients made more errors than NC subjects with the MD group making a disproportionately large number of omission errors and the PD group tending to make commission errors. Incentive reduced errors across groups. Reaction times were slowest in the MD group. The pattern of findings in patients with MD is consistent with a failure of effort-demanding cognitive processes. In contrast, nondemented patients with PD appeared to have deficiencies in executive control. A previously reported paradoxical effect of incentive on recognition memory performance in depressed patients did not generalize to a vigilance task.