This longitudinal study investigates whether anhedonia and pessimistic attributional style represent a clinical state or a trait in hospitalized depressed adolescents. 81 consecutive adolescent inpatients were screened with the Beck Depression Inventory (BDI) and the clinician-rated Major Depressive Disorder (MDD) criteria sheet. 51 patients with BDI score ≥10 and/or ≥4 symptoms on MDD criteria sheet were assessed at Time 1 upon admission, with 39 patients (78%) assessed at discharge (Time 2) with the Pleasure Scale for Children and Children's Attributional Style Questionnaire-Revised. Anhedonia and pessimism at admission were associated with BDI scores at admission and discharge as well as number of depressive symptoms and depression severity. MDD diagnosis was associated with anhedonia, but not with pessimism. Pessimism-but not anhedonia-improved significantly by discharge. Results suggest that while some adolescents exhibit enduring anhedonia, pessimistic attributional style appears to be a concomitant feature of an acute depressive state.