Objectives Positive affect (PA) plays a crucial role in the development, course, and recovery of depression. Recently, we showed that a therapeutic application of the experience sampling method (ESM), consisting of feedback focusing on PA in daily life, was associated with a decrease in depressive symptoms. The present study investigated whether the experience of PA increased during the course of this intervention. Design Multicentre parallel randomized controlled trial. An electronic random sequence generator was used to allocate treatments. Settings University, two local mental health care institutions, one local hospital. Participants 102 pharmacologically treated outpatients with a DSM-IV diagnosis of major depressive disorder, randomized over three treatment arms. Intervention Six weeks of ESM self-monitoring combined with weekly PA-focused feedback sessions (experimental group); six weeks of ESM self-monitoring combined with six weekly sessions without feedback (pseudo-experimental group); or treatment as usual (control group). Main outcome The interaction between treatment allocation and time in predicting positive and negative affect (NA) was investigated in multilevel regression models. Results 102 patients were randomized (mean age 48.0, SD 10.2) of which 81 finished the entire study protocol. All 102 patients were included in the analyses. The experimental group did not show a significant larger increase in momentary PA during or shortly after the intervention compared to the pseudo-experimental or control groups (chi(2) (2) = 0.33, p = .846). The pseudo-experimental group showed a larger decrease in NA compared to the control group (chi(2) (1) = 6.29, p = .012). Conclusion PA-focused feedback did not significantly impact daily life PA during or shortly after the intervention. As the previously reported reduction in depressive symptoms associated with the feedback unveiled itself only after weeks, it is conceivable that the effects on daily life PA also evolve slowly and therefore were not captured by the experience sampling procedure immediately after treatment.