Future episodic thinking refers to the ability to imagine oneself in the future and project oneself into specific future events. This cognitive process is related to decision making and planning for the future. Although healthy populations commonly project themselves into the future (e.g. while planning a trip or career), patients with mood disorders show impairment in this ability. In this review article, we discuss the similarities and differences in future thinking among the following populations: major depressive disorder, dysphoria, anxiety, and post-traumatic stress disorder (PTSD). Importantly, we highlight the methodological variations in future episodic memory tasks in the literature that may explain the differences in the existing results.