Reduced sensitivity to positive feedback is common in patients with major depressive disorder (MDD). However, findings regarding negative feedback are ambiguous, with both exaggerated and blunted responses being reported. The ventral striatum (VS) plays a major role in processing valenced feedback, and previous imaging studies have shown that the locus of controls (self agency v. external agency) over the outcome influences VS response to feedback. We investigated whether attributing the outcome to one's own action or to an external agent influences feedback processing in patients with MDD. We hypothesized that depressed participants would be less sensitive to the feedback attribution reflected by an altered VS response to self-attributed gains and losses. Using functional MRI and a motion prediction task, we investigated the neural responses to self-attributed (SA) and externally attributed (EA) monetary gains and losses in unmedicated patients with MDD and healthy controls. We included 21 patients and 25 controls in our study. Consistent with our prediction, healthy controls showed a VS response influenced by feedback valence and attribution, whereas in depressed patients striatal activity was modulated by valence but was insensitive to attribution. This attribution insensitivity led to an altered ventral putamen response for SA - EA losses in patients with MDD compared with healthy controls. Depressed patients with comorbid anxiety disorder were included. These results suggest an altered assignment of motivational salience to SA losses in patients with MDD. Altered striatal response to SA negative events may reinforce the belief of not being in control of negative outcomes contributing to a cycle of learned helplessness.