Background Cognitive theory forms the foundation for cognitive therapy. There has been little research on cognitive theories and cognitive variables associated with depression in individuals with intellectual disability (ID). The current study examined cognitive variables of automatic thoughts, cognitive triad, hopelessness, attributions and self-esteem associated with two cognitive theories of depression: Beck's Cognitive Triad theory and the Hopelessness theory of depression. Methods Seventy-three adults with ID screened for adequate receptive vocabulary were interviewed as part of a larger study. They reported on cognitive constructs relating to depressed mood. In addition, comparisons were made between 12 adults with ID and diagnosed major depression and a matched group of 12 adults with ID and no psychiatric diagnoses in order to determine if these groups differed on the cognitive constructs associated with the two cognitive theories of depression. Results The cognitive variables examined were all significantly correlated with depressed mood in the direction predicted by their respective cognitive theory. Internal consistencies were good or excellent for most instruments, with the exception of those measuring hopelessness and attributions. In addition, significant differences were obtained between groups of individuals with and without co-morbid major depression on all variables except for hopelessness. Conclusions The results indicate that adults with ID screened for adequate receptive vocabulary are capable of reporting on subjective feelings of depressed mood and associated cognition constructs. The instruments used may be suitable for this population as they generally possessed sound internal consistencies. The results support the further examination of cognitive theories of depression among individuals with ID in order to assess the appropriateness of cognitive therapies for this population. Discrepant findings regarding hopelessness are discussed.