Résumé : A key feature of major depressive disorder (MDD) is anhedonia, which is a predictor of response to antidepressant treatment. In order to shed light on its genetic underpinnings, we conducted a genome-wide association study (GWAS) followed by investigation of biological pathway enrichment using an anhedonia dimension for 759 patients with MDD in the GENDEP study. The GWAS identified 18 SNPs associated at genome-wide significance with the top one being an intronic SNP (rs9392549) in PRPF4B (pre-mRNA processing factor 4B) located on chromosome 6 (P = 2.07 × 10−9) while gene-set enrichment analysis returned one gene ontology term, axon cargo transport (GO: 0008088) with a nominally significant P value (1.15 × 10−5). Furthermore, our exploratory analysis yielded some interesting, albeit not statistically significant genetic correlation with Parkinson’s Disease and nucleus accumbens gray matter. In addition, polygenic risk scores (PRSs) generated from our association analysis were found to be able to predict treatment efficacy of the antidepressants in this study. In conclusion, we found some markers significantly associated with anhedonia, and some suggestive findings of related pathways and biological functions, which could be further investigated in other studies.