The aim of the work was to study the responses to the stress-test (a threat of painful stimulation) in patients with depressive disorders during the day using encephalography with coherence analysis (COH). The difference in averaged records (stress test - background) over all cortical areas had positive values in the morning (from 8 to 10 am) and in the evening (from 4 to 6 pm) that reflected the generalized enhancement of the functional activity of cortical areas of both hemispheres. The highest value of the difference was observed in the left hemisphere in the morning hours, the lowest - in the right hemisphere in the evening records. The response to the stressful situation in the left hemisphere in the morning and in the evening varied. In the morning, the increased functional activity in frontal, middle- and posttemporal temporal EEG was observed while the weaker activity was seen in the central and occipital areas. In the evening, there was the diffuse increase in the functional activity.