Depression is the most common mental disorder that disrupts patients’ lives and imposes costs on society. Recently, the use of biomarkers in the diagnosis and treatment of psychiatric disorders has been considered. The question is whether biomarkers derived from EEG are capable of separating depressed patients from healthy people. The objective of this study was to compare the power of different frequency bands in depressed and healthy individuals. The participants of this non-experimental study were selected using clinical criteria based on DSM-5 at Atieh Clinic in Tehran in 2016-2017 (29 women and 21 men who were depressed and 19 women and 31 men who were healthy). EEG was recorded in 19 channels and five frequency bands (delta, theta, alpha, beta and gamma) at rest (eyes closed) and during the Emtional Contineous Performance Task (ECPT). The results showed that at rest, the mean power was significantly higher in the depressed group only in the gamma band (Fz and Cz). Significant differences were also observed in theta (P8, O1 and O2), alpha (P4, P8 and O1), beta (Fp1, P3, Pz, and P4) and gamma (Fp1, Fp2, Fz and O1) during activity. Furthermore, mean powers in the depressed group were higher. It seems that EEG power during activity is a better discriminator than power in resting state and it could potentially be used as a biomarker for the diagnosis of depression.