While research concerning brain structural biomarkers of major depressive disorder (MDD) is continuously progressing, our state of knowledge regarding biomarkers of specific clinical profiles of MDD is still limited. The aim of the present study was to investigate brain structural correlates of social anhedonia as a cardinal symptom of MDD. In a cross-sectional study, we investigated n = 166 patients with MDD and n = 166 matched healthy controls (HC) using structural magnetic resonance imaging (MRI). Social anhedonia was assessed using the Chapman Scales for Social Anhedonia (SAS). An anhedonia x group ANCOVA was performed in a region of interest approach of the dorsal and ventral striatum (bilateral caudate nucleus, putamen, nucleus accumbens respectively) as well as on whole-brain level. The analyses revealed a significant main effect for social anhedonia: higher SAS-scores were associated with reduced gray matter volume in the bilateral caudate nucleus in both the MDD-group (pFWE = 0.002) and the HC-group (pFWE = 0.032). The whole-brain analysis confirmed this association (left: pFWE = 0.036, right: pFWE = 0.047). There was no significant main effect of group and no significant anhedonia x group interaction effect. This is the first study providing evidence for volumetric aberrations in the reward system related to social anhedonia independently of diagnosis, depression severity, medication status, and former course of disease. These results support the hypothesis that social anhedonia has a brain biomarker serving as a possible endophenotype of depression and possibly providing an alternative approach for a more precise and effective treatment.