A core symptom of human depressive disorder is anhedonia, the loss of interest or pleasure in daily activities. Anhedonia, measured as subsensitivity to reward, can be induced in rats by a regimen of repeated, mild, unpredictable stressors. Here, the hedonic state of rats was assessed using an intracranial self-stimulation (ICSS) procedure. The ICSS frequency threshold was determined before, during and after a period of exposure to the stress regimens. After 13 days of repeated mild stress, the ICSS threshold was significantly increased, suggesting a gradual decrease of sensitivity to reward. This anhedonic state lasted throughout the stress period. When stressed anhedonic animals were given electroshock treatment, the stress-induced increase in ICSS threshold was rapidly and completely reversed. Moreover, biological markers of human depression such as reduced latency to the first REM sleep episode or increased time spent in REM sleep were also found in electroencephalographic recordings of chronically stressed animals. These sleep abnormalities were observed beginning in the second week of a three-week stress regimen and progressively disappeared after termination of stress. In conclusion, these data provide further evidence supporting stress-induced anhedonia in rats as a unique animal model of human depression combining convergent elements of biological, etiological, symptomatological and therapeutic validity.