The probabilistic reward task (PRT) has identified reward learning impairments in those with major depressive disorder (MDD), as well as anhedonia-specific reward learning impairments. However, attempts to validate the anhedonia-specific impairments have produced inconsistent findings. Thus, we seek to determine whether the Reward Behavior Disengagement (RBD), our proposed economic augmentation of PRT, differs between MDD participants and controls, and whether there is a level at which RBD is high enough for depressed participants to be considered objectively disengaged. Data were gathered as part of the Establishing Moderators and Biosignatures of Antidepressant Response in Clinical Care (EMBARC) study, a double-blind, placebo-controlled clinical trial of antidepressant response. Participants included 195 individuals with moderate to severe MDD (Quick Inventory of Depressive Symptomatology (QIDS-SR) score ≥ 15), not in treatment for depression, and with complete PRT data. Healthy controls (n = 40) had no history of psychiatric illness, a QIDS-SR score < 8, and complete PRT data. Participants with MDD were treated with sertraline or placebo for 8 weeks (stage I of the EMBARC trial). RBD was applied to PRT data using discriminant analysis, and classified MDD participants as reward task engaged (n = 137) or reward task disengaged (n = 58), relative to controls. Reward task engaged/disengaged groups were compared on sociodemographic features, reward-behavior, and sertraline/placebo response (Hamilton Depression Rating Scale scores). Reward task disengaged MDD participants responded only to sertraline, whereas those who were reward task engaged responded to sertraline and placebo (F(1293) = 4.33, p = 0.038). Reward task engaged/disengaged groups did not differ otherwise. RBD was predictive of reward impairment in depressed patients and may have clinical utility in identifying patients who will benefit from antidepressants.