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Background. Interventions for anhedonia (loss of pleasure) often focus on re-engagement in pleasurable activities (i.e., behavioral activation). Using the Experience Sampling Method, we aimed to examine how anhedonic individuals changed their lifestyle behavior (i.e., physical activity, time outside, worrying, and social activity) after a personalized lifestyle advice session, and how these changes in behavior where associated with improvement. Methods. Participants were 69 young adults (aged 18-24 years) with persistent anhedonia, who filled out 3 assessments per day about lifestyle behaviors and affect for 3 months. After an observation month, participants received personalized lifestyle advice, based on observed associations between lifestyle behaviors and pleasure. Results. Results showed that, without taking into account whether participants followed up on the advice, there was not one specific type of advice more effective than others. When examining behavior changes, we found that changes in social interaction, physical activity, and worrying were associated with improvement in PA and pleasure. Further exploration of the reciprocal associations between these behaviors and PA and pleasure showed that physical activity and worrying were reciprocally associated with PA or pleasure, indicating a positive feedback loop. Limitations. As we included a non-clinical sample, our findings are not generalizable to clinical populations. We only used self-reports, whereas more objective measures may be better for some of our measures (e.g., accelerometers for physical activity). Conclusions. Physical activity and worrying play an important role in the path to improvement in individuals with anhedonia. Results indicate that momentary assessments are an effective tool to detect mechanisms of change in interventions.