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Anhedonia constitutes a core symptom of major depressive disorder (MDD) mediating the ultimate goal of MDD treatment: functional remission. Anhedonia is also present in other clinical populations, including patients with chronic pain. Recent data links anhedonia to insulin resistance (IR). Some researchers have underlined a different dimension of anhedonia as a temperament/personality trait. The objective of this post-hoc analysis was to explore the links between anhedonia (main outcome) and (1) IR, (2) temperamental, personality, and schizotypy traits (exposures). The study population included patients with MDD, fibromyalgia, and healthy controls. Participants were split into groups: (1) insulin resistant (IR[+] n = 69, HOMA-IR ≥ 2.1) and (2) insulin sensitive (IR[−] n = 69, HOMA-IR < 2.1). Anhedonia was significantly higher in the IR[+] group than the IR[−] group. IR was a predictor of higher anhedonia levels. IR[+] vs. IR[−] participants showed higher levels of anxiety and lower levels of hyperthymic affective temperaments, as well as conscientiousness and emotional stability personality traits. Depressive, irritable, and anxious temperaments, cognitive disorganization, and introvertive anhedonia positively predicted anhedonia, while hyperthymic temperament, conscientiousness, extraversion, and emotional stability traits negatively predicted anhedonia. IR partially mediated the relationship between depressive temperament and anhedonia. In sum, IR, affective temperaments, and personality traits are predictors of anhedonia.