Some individuals have very specific and differentiated emotional experiences, such as anger, shame, excitement, and happiness, whereas others have more general affective experiences of pleasure or discomfort that are not as highly differentiated. Considering that individuals with major depressive disorder (MDD) have cognitive deficits for negative information, we predicted that people with MDD would have less differentiated negative emotional experiences than would healthy people. To test this hypothesis, we assessed participants’ emotional experiences using a 7-day experience-sampling protocol. Depression was assessed using structured clinical interviews and the Beck Depression Inventory-II. As predicted, individuals with MDD had less differentiated emotional experiences than did healthy participants, but only for negative emotions. These differences were above and beyond the effects of emotional intensity and variability.