Negativity bias, which describes the tendency to interpret ambiguous stimuli or events as negative, is often observed in patients with depression and may prevent psychological well-being. Here, we used ambiguous facial stimuli, with negative (sad) and positive (happy) emotions simultaneously accessible, to examine neural activation during perceptual decision-making in healthy participants. The negativity bias was positively correlated with the activity of the bilateral pregenual anterior cingulate cortex (pgACC) when ambiguous faces were perceived as sad versus happy. Additionally, the strength of the functional connectivity between the bilateral pgACC and the right dorsal ACC (dACC)/right thalamus was positively correlated with hopelessness, one of the core characteristics of depression. Given the role of the pgACC as a major site of depressive affect and the roles of the dACC and thalamus in conflict monitoring and vigilance, respectively, our results reveal valid and important neuroanatomical correlates of the association between negativity bias and hopelessness in the healthy individuals.