The dynamic modulation of instrumental behaviour by conditioned Pavlovian cues is an important process in decision-making. Patients with major depressive disorder (MDD) are known to exhibit mood-congruent biases in information processing, which may occur due to Pavlovian influences, but this hypothesis has never been tested directly in an unmedicated sample. To address this we tested unmedicated MDD patients and healthy volunteers on a computerized Pavlovian-Instrumental Transfer (PIT) task designed to separately examine instrumental approach and withdrawal actions in the context of Pavlovian appetitive and aversive cues. This design allowed us to directly measure the degree to which Pavlovian cues influence instrumental responding. Depressed patients were profoundly influenced by aversive Pavlovian stimuli, to a significantly greater degree than healthy volunteers. This was the case for instrumental behaviour both in the approach condition (in which aversive Pavlovian cues inhibited 'go' responses), and in the withdrawal condition (in which aversive Pavlovian cues facilitated 'go' responses). Exaggerated aversive PIT provides a potential cognitive mechanism for biased emotion processing in major depression. This finding also has wider significance for the understanding of disrupted motivational processing in neuropsychiatric disorders.