An interesting factor explaining recurrence risk in Major Depressive Disorder (MDD) may be neuropsychological functioning, i.e., processing of emotional stimuli/information. Negatively biased processing of emotional stimuli/information has been found in both acute and (inconclusively) remitted states of MDD, and may be causally related to recurrence of depression. We aimed to investigate self-referent, memory and interpretation biases in recurrently depressed patients in remission and relate these biases to recurrence. We included 69 remitted recurrent MDD-patients (rrMDD-patients), 35–65 years, with ≥2 episodes, voluntarily free of antidepressant maintenance therapy for at least 4 weeks. We tested self-referent biases with an emotional categorization task, bias in emotional memory by free recall of the emotion categorization task 15 min after completing it, and interpretation bias with a facial expression recognition task. We compared these participants with 43 never-depressed controls matched for age, sex and intelligence. We followed the rrMDD-patients for 2.5 years and assessed recurrent depressive episodes by structured interview. The rrMDD-patients showed biases toward emotionally negative stimuli, faster responses to negative self-relevant characteristics in the emotional categorization, better recognition of sad faces, worse recognition of neutral faces with more misclassifications as angry or disgusting faces and less misclassifications as neutral faces (0.001 < p < 0.05). Of these, the number of misclassifications as angry and the overall performance in the emotional memory task were significantly associated with the time to recurrence (p ≤ 0.04), independent of residual symptoms and number of previous episodes. In a support vector machine data-driven model, prediction of recurrence-status could best be achieved (relative to observed recurrence-rate) with demographic and childhood adversity parameters (accuracy 78.1%; 1-sided p = 0.002); neuropsychological tests could not improve this prediction. Our data suggests a persisting (mood-incongruent) emotional bias when patients with recurrent depression are in remission. Moreover, these persisting biases might be mechanistically important for recurrence and prevention thereof.