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But the relationship did not hold true in people who weren't depressed.

"We think some of the same physiological mechanisms that affect depression also affect cognitive function," Kent said.

In particular, the authors have pinpointed the melatonin and serotonin hormonal systems as culprits. Both of these systems are also implicated in depression.

"These same hormone systems have been implicated in a number of mental disorders and cognitive disorders, such as Alzheimer's, Parkinson's and sleep disorders," Kent said.

"I'm an Alzheimer's doctor, and see a lot of patients with cognitive impairment," Isaacson said. "When people are a little depressed, they don't pay attention and if they don't pay attention, they're not going to remember things. Increased serotonin levels increase attention, which means you remember stuff better and the mind works better. It's a simple concept."

More information

The American Psychological Association has more on seasonal affective disorder.

SOURCES: Shia Kent, Ph.D., candidate, School of Public Health, University of Alabama at Birmingham; Richard Isaacson, M.D., assistant professor, neurology and medicine, University of Miami Miller School of Medicine; July 28, 2009, Environmental Health, online