Forming intentions creates a specific determination mindset that elicits the urge to implement goal-related action in spite of potential distractions. Task contexts that favor engaging in actions via personal choice (i.e., having the freedom to choose) strengthen the determination mindset through heightened commitment and task focus, shielding volition against the detrimental influences of incidental affect. This can result in positive motivational outcomes, like longer task persistence. However, depression, characterized by persistent negative mood and motivational deficits, is often immune to task contexts that favor positive outcomes, resulting in reduced persistence. This study aimed to investigate whether dysphoric undergraduates would minimize their persistence deficits when given the freedom to choose tasks versus having them assigned. Here we show that having the freedom to choose did not affect persistence in dysphoric individuals, who persisted equally long whether they chose the task or had it assigned. Surprisingly, only non-dysphoric undergraduates demonstrated increased persistence when having the freedom to choose, benefiting from volitional shielding. These findings reveal that the natural depressive mood undermines task persistence, contrasting with the positive effects seen in non-dysphoric individuals. Our results highlight the limitations of choosing in improving persistence for dysphoric individuals. This suggests that alternative strategies are needed to address motivational deficits in depression. These insights advance our understanding of motivational processes and volitional deficits in affective disorders.