Depressive disorder is often associated with cognitive biases. In this study, we took a unique opportunity to investigate whether trait pessimism could predict vulnerability to stress-induced anhedonia in an animal model of depression. In a series of ambiguous-cue interpretation (ACI) tests, we identified animals displaying 'pessimistic' and 'optimistic' traits. Subsequently, the rats were subjected to chronic restraint, and the trait differences in response to stress were investigated using sucrose preference and ACI tests before, during and after the stress regime. Although stress resulted in anhedonia in both subgroups, it occurred faster and lasted longer in the 'pessimistic' compared with the 'optimistic' animals. Chronic stress exposure also increased the negative judgment bias in rats, although this effect was not dependent on the 'pessimistic' trait. For the first time, we demonstrated a link between cognitive judgment bias and vulnerability to stress-induced anhedonia in an animal model. We also introduced a cognitive biomarker, which may be of value for etiological depression studies.