Depression is a highly prevalent mood disorder, which has been associated with low levels of energetic arousal, delays in approach and avoidance processes, and problems expressing and regulating negative emotions such as anger. We designed a novel experiment to test the hypothesis that depressed patients’ preferences for emotional stimuli also demonstrate this tendency. To investigate how depressed patients differ in their preferences for music excerpts, both healthy (n = 30) and depressed (n = 79) participants were presented with 2 sets of 30 musical excerpts that represented the basic emotions (anger, sadness, and happiness), as well as different points on the 2-dimensional model of emotions (valence and energetic arousal). Depressed patients were found to dislike music that was highly energetic, arousing, or angry, which is assumed to be related to their problems with emotion regulation. The present study has practical implications for the use of music and music therapy in the treatment of depression.