We theorized the cognitive vulnerability factor featured in hopelessness theory [2] to be a novel endophenotype for depression. We investigated two possible genetic contributors to individual differences in cognitive vulnerability (and, in turn, depression): the BDNF gene and the COMT gene. Results showed that individuals (n=95) with the BDNF Val⁶⁶ genotype had significantly greater levels of cognitive vulnerability than individuals with a BDNF Met⁶⁶ genotype. In addition, among individuals with high levels of cognitive vulnerability, those with the Val⁶⁶ genotype were significantly more likely than participants with a Met⁶⁶ genotype to experience increases in depressive symptoms when faced with increased stress. The COMT gene was not associated with cognitive vulnerability or risk for depression. Results support the use of the cognitive vulnerability factor featured in hopelessness theory as an endophenotype associated with depression as well as the role of the BDNF gene in a cognitive subtype of depression.