Attentional control difficulties likely underlie rumination, a core cognitive vulnerability in major depressive disorder (MDD). Abnormalities in the default mode, executive and salience networks are implicated in both rumination and attentional control difficulties in MDD. In the current study, individuals with MDD (n =16) and healthy controls (n = 16) completed tasks designed to elicit self focused (ruminative) and externally-focused thinking during fMRI scanning. The MDD group showed greater default mode network connectivity and less executive and salience network connectivity during the external-focus condition. Contrary to our predictions, there were no differences in connectivity between the groups during the self-focus condition. Thus, it appears that when directed to engage in self-referential thinking, both depressed and non-depressed individuals similarly recruit networks supporting this process. In contrast, when instructed to engage in non-self-focused thought, non depressed individuals show a pattern of network connectivity indicative of minimized self-referential processing, whereas depressed individuals fail to reallocate neural resources in a manner consistent with effective down regulation of self-focused thought. This is consistent with difficulties in regulating self-focused thinking in order to engage in more goal-directed behavior that is seen in individuals with MDD.