Abstract One of the core symptoms of major depressive disorder is anhedonia, an inability to experience pleasure. In patients with major depressive disorder, a dysfunctional reward-system may exist, with blunted temporal difference reward-related learning signals in the ventral striatum and increased temporal difference-related (dopaminergic) activation in the ventral tegmental area. Anhedonia often remains as residual symptom during remission; however, it remains largely unknown whether the abovementioned reward systems are still dysfunctional when patients are in remission. We used a Pavlovian classical conditioning functional MRI task to explore the relationship between anhedonia and the temporal difference-related response of the ventral tegmental area and ventral striatum in medication-free remitted recurrent depression patients (n = 36) versus healthy control subjects (n = 27). Computational modelling was used to obtain the expected temporal difference errors during this task. Patients, compared to healthy controls, showed significantly increased temporal difference reward learning activation in the ventral tegmental area (PFWE,SVC = 0.028). No differences were observed between groups for ventral striatum activity. A group × anhedonia interaction [t(57) = −2.29, P = 0.026] indicated that in patients, higher anhedonia was associated with lower temporal difference activation in the ventral tegmental area, while in healthy controls higher anhedonia was associated with higher ventral tegmental area activation. These findings suggest impaired reward-related learning signals in the ventral tegmental area during remission in patients with depression. This merits further investigation to identify impaired reward-related learning as an endophenotype for recurrent depression. Moreover, the inverse association between reinforcement learning and anhedonia in patients implies an additional disturbing influence of anhedonia on reward-related learning or vice versa, suggesting that the level of anhedonia should be considered in behavioural treatments.