Background: Given that major depression is a global public health problem, and that sub-threshold depression (SD) has been shown to be a significant risk indicator of major depression disorder, the awareness of SD interventions has increased. The current study explored the effect of increasing cognitive load on the forgetting of unwanted and negative memories of sub-threshold depression individuals (SDs) (Study 1) and proposed a cognitive load intervention (CLI) (study 2). Methods: 53 SDs and 52 normal participants were recruited to explore the effect of cognitive load on the directed forgetting of negative items (Study 1). The treatment effect of CLI on 62 SDs was investigated. SDs completed up to 8 CLI/control sessions over an 8-week period while regularly recording their depression symptoms (Study 2). Results: The results showed that it is more difficult for SDs to forget negative ‘to-be-forgotten’ items than normal controls (F (1, 99) = 27.98, p < 0.001, η2 = 0.22). In study 1, increasing cognitive load promoted directed forgetting for negative items in SDs. Study 2 showed that there were significant reductions in depression symptoms of SDs over the 8-week CLI (e.g. BDI-II scores: F (1, 60) = 99.93, p < 0.001, η2 = 0.63). Limitations: Small sample size and lack of verification by neuroimaging may limit the generalizability of these results. Conclusions: The study revealed that increasing cognitive load can promote SDs to forget negative information, while the CLI project effectively reduced the depression level of SDs, thus providing encouraging initial support for its use in the treatment of SD.