The brain‐derived neurotrophic factor (BDNF) and catechol‐O‐methyltransferase (COMT) genes are relevant candidates for depression. Variation in these genes is associated with stress sensitivity and depressotypic cognitive biases. The interaction between genes and stressful events is considered as an important mechanism in the development of depression. This study examined the effects of the BDNF and COMT genes on biased processing and the interaction with childhood stress in vulnerable individuals. A total of 198 remitted depressed individuals performed an n‐back task with emotional facial stimuli (happy and sad). Childhood events were measured with a questionnaire. Genotype by childhood events interactions were analyzed for happy and sad expressions for BDNF (Val66Met; rs6265) and COMT (Val158Met; rs4680), individually and combined. BDNF and COMT both interacted significantly (P = 0.006 and P = 0.014, respectively) with childhood trauma on reaction time for happy faces. For both genes, Met‐carriers with childhood trauma showed less positive bias for happy faces than those without childhood trauma. Val‐carriers did not show a differential bias. Individuals with childhood trauma and 3 or 4 risk alleles (BDNF and COMT combined) showed less positive bias than those without childhood trauma (P = 0.011). The BDNF × COMT × childhood trauma interaction yielded a P = 0.055, but had limited power. A potential weakness is the measurement method of the childhood events, as negative bias might have affected participants' recall. Our findings endorse the association of BDNF and COMT with stress and depression and provide a possible intermediate, i.e. biased processing of positive information. Tailoring treatment to specific risk profiles based on genetic susceptibility and childhood stress could be promising. Our findings endorse the association of BDNF and COMT with childhood stress and depression and provide a possible intermediate, i.e. biased processing of positive information.