The medial prefrontal cortex (mPFC), hippocampus, and amygdala are implicated in the regulation of affect and physiological processes, including hypothalamic-pituitary-adrenal (HPA) axis function. Anhedonia is likely associated with dysregulation of these processes. Dense-array resting electroencephalographic and cortisol were obtained from healthy and anhedonic groups. Low-resolution electromagnetic tomography was used to compute intracerebral current density. For the control group, voxelwise analyses found a relationship between current density in beta and gamma bands and steeper cortisol slope (indicative of more adaptive HPA axis functioning) in regions of the hippocampus, parahippocampal gyrus, and mPFC. For the anhedonic group, the mPFC finding was absent. Anhedonia may be characterized by disruptions of mPFC-mediated neuroendocrine regulation, which could constitute a vulnerability to the development of stress-related disorders.