Memory bias is a risk factor for depression. In two independent studies, the efficacy of one CBM-Memory session on negative memory bias and depressive symptoms was tested in vulnerable samples. We compared positive to neutral (control) CBM-Memory trainings in highly-ruminating individuals (N = 101) and individuals with elevated depressive symptoms (N = 100). In both studies, participants studied positive, neutral, and negative Swahili words paired with their translations. In five study–test blocks, they were then prompted to retrieve either only the positive or neutral translations. Immediately following the training and one week later, we tested cued recall of all translations and autobiographical memory bias; and also measured mood, depressive symptoms, and rumination. Retrieval practice resulted in training-congruent recall both immediately after and one week after the training. Overall, there was no differential decrease in symptoms or difference in autobiographical memory bias between the training conditions. In the dysphoric but not in the high-ruminating sample, the positive training resulted in positive autobiographical bias only in dysphoric individuals with positive pre-existing bias. We conclude that one session of positive retrieval-based CBM-Memory may not be enough to yield symptom change and affect autobiographical memory bias in vulnerable individuals.