Publisher’s Note: MDPI stays neutral with regard to jurisdictional claims in published maps and institutional affiliations. Supplementary Materials The following are available online at https://www.mdpi.com/1660-4601/18/1/255/s1, Questionnaire S1: Survey questionnaire, Figure S2: Regression lines of estimated marginal means depicting the interaction between depression and anhedonia, adjusted for emotional dysregulation. Click here for additional data file. Author Contributions M.D.N., A.F., G.S., and L.J. designed the study and wrote the protocol. G.G., L.M. (Laura Monti), and M.M. managed the literature searches and analyses. L.M. (Lorenzo Moccia) and D.J. undertook the statistical analysis and wrote the first draft of the manuscript. Data curation, G.G. and B.A.; Investigation, M.M.; Project administration, E.C.; Resources, L.M. (Laura Monti); Supervision, A.F., G.S., M.D.N. and L.J.; Writing—original draft, L.M. (Lorenzo Moccia) and D.J. All authors have read and agreed to the published version of the manuscript. Funding This research received no external funding. Institutional Review Board Statement The study was conducted according to the guidelines of the Declaration of Helsinki, and approved by the Ethics Committee of Agostino Gemelli University Hospital Foundation IRCCS-Catholic University of the Sacred Heart of Rome (protocol code 3114, 8 April 2020). Informed Consent Statement Informed consent was obtained from all subjects involved in the study. Data Availability Statement The data presented in this study are available on request from the corresponding author. Conflicts of Interest The authors declare no conflict of interest.