Substantial evidence has suggested that major depression is associated with a dysregulated dopamine system, which playsa pivotal role in decision-making under uncertainty. Previous research has proposed that dopamine enhances the weightgiven to current sensory information (sensory weight) versus prior beliefs, yet how much this relationship holds true indepression remains a topic under debate. To examine whether depression patients have decreased sensory weight dueto disturbed dopaminergic neurotransmissions, we used a visual coin-catching task in which uncertainty in both priorand sensory information varied. Decision-making strategies during the task were modeled by Bayesian statistics. Ourresults supported that depression patients preserved the ability to learn both prior and sensory information uncertainty,comparable to healthy controls. In contrast to our prediction, depression patients did not show decreased reliance onsensory information compared to controls, suggesting that depression does not induce a universal alteration in decision-making strategies under uncertainty. Our study provides empirical evidence that depression does not always show deficitsin uncertainty processing regardless of its correlation with dopamine dysregulations.