Major depressive disorder (MDD) is associated with impaired reward processing and reward learning. The literature is inconclusive regarding whether these impairments persist after remission. The current study examined reward processing during a probabilistic learning task in individuals in remission from MDD (n = 19) and never depressed healthy controls (n = 31) matched for age and sex. The outcome measures were pupil dilation (an indirect index of noradrenergic activity and arousal) and computational modeling parameters. Participants completed two versions (facial/nonfacial feedback) of probabilistic reward learning task with changing contingencies. Pupil dilation was measured with a corneal reflection eye tracker. The hypotheses and analysis plan were preregistered. Healthy controls had larger pupil dilation following losses than gains (p <.001), whereas no significant difference between outcomes was found in individuals with a history of MDD, resulting in an interaction between group and outcome (β = 0.81, SE = 0.34, t = 2.37, p = .018). The rMDD group also achieved lower mean score at the last trial (t[46.77] = 2.12, p = .040) as well as a smaller proportion of correct choices (t[46.70] = 2.09, p = .041) compared with healthy controls. Impaired reward processing may persist after remission from MDD and could constitute a latent risk factor for relapse. Measuring pupil dilation in a reward learning task is a promising method for identifying reward processing abnormalities linked to MDD. The task is simple and noninvasive, which makes it feasible for clinical research.