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, and has generally been investigated on group-level using retrospective data (e.g. via questionnaire/interview). However, inferences based on group-level findings not necessarily generalize to daily life experiences within individuals. Methods - We repeatedly sampled pleasurable experiences within individuals’ daily lives by means of Experience Sampling Methods, and compared how positive affect unfolded in the daily life of healthy controls versus patients diagnosed with MDD and anhedonia. 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 with 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). Conclusions - 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.