The incidence and contribution to total depression of the depressive symptoms of cognitive deficit and cognitive bias in prostate cancer (PCa) patients were compared from cohorts sampled during the first 2 years after diagnosis. Survey data were collected from 394 patients with PCa, including background information, treatments, and disease status, plus total scores of depression and scores for subscales of the depressive symptoms of cognitive bias and cognitive deficit via the Zung Self-Rating Depression Scale. The sample was divided into eight 3-monthly time-since-diagnosis cohorts and according to depression severity. Mean scores for the depressive symptoms of cognitive deficit were significantly higher than those for cognitive bias for the whole sample, but the contribution of cognitive bias to total depression was stronger than that for cognitive deficit. When divided according to overall depression severity, patients with clinically significant depression showed reversed patterns of association between the two subsets of cognitive symptoms of depression and total depression compared with those patients who reported less severe depression. Differences in the incidence and contribution of these two different aspects of the cognitive symptoms of depression for patients with more severe depression argue for consideration of them when assessing and diagnosing depression in patients with PCa. Treatment requirements are also different between the two types of cognitive symptoms of depression, and several suggestions for matching treatment to illness via a personalized medicine approach are discussed.