Impaired filtering of irrelevant information from working memory is thought to underlie reduced working memory capacity for relevant information in dysphoria. The current study investigated whether training-related gains in working memory performance on the adaptive dual n-back task could result in improved inhibitory function. Efficacy of training was monitored in a change detection paradigm allowing measurement of a sustained event-related potential asymmetry sensitive to working memory capacity and the efficient filtering of irrelevant information. Dysphoric participants in the training group showed training-related gains in working memory that were accompanied by gains in working memory capacity and filtering efficiency compared to an active control group. Results provide important initial evidence that behavioral performance and neural function in dysphoria can be improved by facilitating greater attentional control.