Perfectionism and anxiety features are involved in the clinical presentation and neurobiology of major depressive disorder (MDD). In MDD, cognitive control mechanisms such as action monitoring can adequately be investigated applying electrophysiological registrations of the error-related negativity (ERN) and error positivity (Pe). It is also known that traits of perfectionism and anxiety influence ERN amplitudes in healthy subjects. The current study explores the impact of perfectionism and anxiety traits on action monitoring in MDD. A total of 39 MDD patients performed a flankers task during an event-related potential (ERP) session and completed the multidimensional perfectionism scale (MPS) with its concern over mistakes (CM) and doubt about actions (DA) subscales and the trait form of the State Trait Anxiety Inventory. Multiple regression analyses with stepwise backward elimination revealed MPS-DA to be a significant predictor (R (2):0.22) for the ERN outcomes, and overall MPS (R (2):0.13) and MPS-CM scores (R (2):0.18) to have significant predictive value for the Pe amplitudes. Anxiety traits did not have a predictive capacity for the ERPs. MPS-DA clearly affected the ERN, and overall MPS and MPS-CM influenced the Pe, whereas no predictive capacity was found for anxiety traits. The manifest impact of perfectionism on patients' error-related ERPs may contribute to our understanding of the action-monitoring process and the functional significance of the Pe in MDD. The divergent findings for perfectionism and anxiety features also indicate that the wide range of various affective personality styles might exert a different effect on action monitoring in MDD, awaiting further investigation.