appropriate for only some
One limitation of CBT for depression is the lack of effectiveness for severe cases and for clients with learning disabilities.
In some cases depression can be so severe that clients cannot motivate themselves to engage with the cognitive work of CBT. They may not even be able to pay attention to what is happening in a session. It also seems likely that the complex rational thinking involved in CBT makes it unsuitable for treating depression in clients with learning disabilities. Peter Sturmey (2005) suggests that, in general, any form of psychotherapy (ie. any 'talking' therapy) is not suitable for people with learning disabilities, and this includes CBT.
This suggests that CBT may only be appropriate for a specific range of people with depression.