Emotional facial expressions are the most salient cues in social life. Successful social interaction is based on correct recognition, interpretation and appropriate reaction to these cues. However, social skill deficits are among the most debilitating symptoms of depression, leading to social withdrawal and aggravating the disorder in various domains. We used an implicit joystick task to measure automatic behavioral tendencies in response to evoked facial expressions (anger, fear, sadness, happiness and neutral). Additionally, we implemented a rating procedure to assess explicit approach and avoidance reactions to these social stimuli. Our sample consisted of 24 depressed patients and 24 healthy controls. Data analysis indicated that depressed patients appear to understand the expression depicted on the emotional faces but react differently to these social cues. Female patients displayed stronger avoidance tendencies in the explicit condition whereas social withdrawal was less pronounced in the implicit condition. Our data suggest that a cognitive bias negatively influences the unimpaired automatic reactions to emotional expressions in depressed patients, and this bias may result in the characteristic social withdrawal.