Disturbances in cognitive functioning are among the most debilitating problems experienced by patients with major depression. Investigations of these deficits in animals help to extend and refine our understanding of human emotional disorder, while at the same time providing valid tools to study higher executive functions in animals. We employ the "learned helplessness" genetic rat model of depression in studying working memory using an eight arm radial maze procedure with temporal delay. This so-called delayed spatial win-shift task consists of three phases, training, delay and test, requiring rats to hold information on-line across a retention interval and making choices based on this information in the test phase. According to a 2×2 factorial design, working memory performance of thirty-one congenitally helpless (cLH) and non-helpless (cNLH) rats was tested on eighteen trials, additionally imposing two different delay durations, 30 s and 15 min, respectively. While not observing a general cognitive deficit in cLH rats, the delay length greatly influenced maze performance. Notably, performance was most impaired in cLH rats tested with the shorter 30 s delay, suggesting a stress-related disruption of attentional processes in rats that are more sensitive to stress. Our study provides direct animal homologues of clinically important measures in human research, and contributes to the non-invasive assessment of cognitive deficits associated with depression.