Objective To study on the clinical efficacy and safety of mirtazapine and venlafaxine in the treatment of refractory depression, as well as to improve cognitive function and quality of life in patients. Methods 125 patients were randomly assigned to three groups, including group A: 42 cases with venlafaxine, group B: 41 cases with mirtazapine, group C 42 cases with mirtazapine and venlafaxine, 8 weeks for a course. Results After the treatment, total effective rate: group C>group B>group A. There's no difference between WMS-RC among three groups. After treatment for 8 weeks, cognitive function of three groups was enhanced, and group C was the most significant. GQOLI-74 scores of the three groups were increased, but group C of patients increased even more sharply (P<0.05). Conclusion Mirtazapine and venlafaxine may effectively improve the quality of life and cognitive function of patients with depression. It's high safety and worthy of clinical promotion and application.