When predictive of extrinsic reward as targets, stimuli rapidly acquire the ability to automatically capture attention. Attentional biases for former targets of visual search can also develop without reward feedback, but typically require much longer training. These learned biases towards former targets are often conceptualized within a single framework, and might differ merely in degree. That is, both are the result of the reinforcement of selection history, with extrinsic reward for correct report of the target providing greater reinforcement than correct report alone. A direct test of this shared mechanisms hypothesis is lacking, however. Recent evidence demonstrates that depressed individuals present with blunted value-driven attentional biases. Based on the shared mechanisms hypothesis, we predicted that depressed individuals would similarly show blunted attentional biases for former targets following unrewarded training. To the contrary, however, we found that the effects of selection history on attention were robust and equivalent between individuals experiencing depressive symptoms and control participants, while attentional capture by previously reward-associated stimuli was blunted in depressed individuals. Our results suggest a qualitative distinction between the effects of reward history and the effects of selection history on attention, with depressive symptoms impairing the former while leaving the latter unaffected.