Emotional processing deficits are key features in major depressive disorder (MDD). Neuroimaging studies indicate that the dorsolateral prefrontal cortex (DLPFC) plays a pivotal role in both depressive symptoms and emotional processing. Recently, transcranial Direct Current Stimulations (tDCS) applied over the DLPFCs have held the promise to alleviate the symptoms in patients with MDD, but the effect on emotional processing in the patients is unclear. Here, we investigated the effect of a single session of tDCS over the DLPFCs on the emotional processing in patients with treatment-resistant MDD. In a randomized sham-controlled study, 35 patients received a single 30 min session of either active (2 mA, n = 18) or sham tDCS (n = 17). The anode was placed over the left and the cathode over the right DLPFC. Emotional processing accuracy was measured by a facial emotion recognition (FER) task. We observed an overall improvement in FER performance after the active tDCS, but not the sham tDCS. These exploratory results suggest that a single session of tDCS over the DLPFCs may improve FER in MDD, a crucial function of social cognition. Further studies are needed to investigate whether this acute improvement of FER in response to a single tDCS session could translate into clinical benefits or predict remission following repeated sessions of stimulation.