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Background: Major Depressive Disorder (MDD) is the leading cause of disability worldwide. The cardinal features of MDD are depressed mood and anhedonia. Anhedonia is defined as a “markedly diminished interest or pleasure in all, or almost all, activities of the day”, yet has never been investigated in the daily life of patients diagnosed with MDD. We address this gap in knowledge by means of Ecological Momentary Assessments (EMA). Methods: We sampled Positive Affect (PA) and reward experiences on 10 semi-random time points a day, for seven days in the daily lives of 47 MDD patients with anhedonia, and 40 controls. Results: Multilevel models showed that anhedonia was associated to low PA, but not to differences in PA dynamics, nor reward frequency in daily life. In reaction to rewards, MDD patients with anhedonia showed no difference in their increase in PA (i.e., PA reactivity), and showed no signs of a faster return to baseline thereafter (i.e., PA recovery). Conclusion: Our results suggest that the dynamical signature of anhedonia in MDD can be described best as a lower average level of PA, and “normal” in terms of PA dynamics, daily reward reactivity and reward recovery. Preregistration doi: 10.17605/osf.io/gjaze; Data and Materials: osf.io/8gxrw.