Background <p>Anhedonia is a common problem among patients with depression. Negative life events have been associated with the severity of anhedonia, potentially through insomnia and dysfunctional attitudes.</p> Objective <p>This study aimed to investigate whether insomnia and dysfunctional attitudes mediate the relationship between negative life events and anhedonia among patients with major depressive disorder (MDD).</p> Method <p>This study involved 979 participants with MDD in a public hospital from December 2019 to December 2021. The Life Events Scale (LES), Insomnia Severity Index (ISI), Dysfunctional Attitude Scale (DAS), Snaith-Hamilton Pleasure Scale (SHAPS) were used to assess participants’ negative life events, insomnia, dysfunctional attitudes and anhedonia.</p> Results <p>Five hundred and twenty-three participants reported symptoms of anhedonia (SHAPS &gt; 33, 53.4%). The direct path from negative life events (<i>β</i> = 0.079, 95%CI: 0.003, 0.156), insomnia (<i>β</i> = 0.231, 95%CI: 0.141, 0.321) and dysfunctional attitude to anhedonia (<i>β</i> = 0.190, 95%CI: 0.091, 0.290) had statistical significance. The path from negative life events through insomnia (<i>β</i> = 0.007, 95%CI:0.004,0.011) and dysfunctional attitudes (<i>β</i> = 0.004,95%CI: 0.002, 0.008) to anhedonia had statistical significance. The specific indirect path of negative life events on anhedonia through both mediators (insomnia and dysfunctional attitude) in serial had statistical significance (<i>β</i> = 0.001, 95%CI: 0.000, 0.002). The total indirect effect on anhedonia was 0.013, accounting for 61.9% of the total effect.</p> Conclusions <p>The results showed that negative life events were directly and indirectly associated with anhedonia through the chain mediations of insomnia and dysfunctional attitude in patients with MDD. Managing insomnia and dysfunctional attitude may mitigate the negative impact of negative life events on anhedonia among patients with MDD.</p>