Disturbances of circadian rhythms have been suggested to be a causal factor in the development of major depressive disorder. However, the mechanisms underlying the association between circadian rhythm abnormalities and mood disorders are still unknown. In the current study the association between diurnal pattern of key phase markers (melatonin, corticosterone, and core body temperature) and anhedonic-like behavior was investigated using the highly validated rat chronic mild stress (CMS) model of depression. Phase marker measurements were done after 3.5 weeks of CMS in 48 control rats and 48 anhedonic-like rats at 6 time points within 24h. The results showed that anhedonic-like behavior associates with changes in all three phase markers: an increased dark phase melatonin secretion, an additional peak in corticosterone level in the beginning of the light phase, and hypothermia in the dark phase. The result adds to the validity of the CMS model in general and in particular to be adequate as a model for studying the chronobiology of depressive disorder.