Anhedonia is defined as deficits in experiencing everyday life pleasure. Empirical studies suggest that anhedonia and working memory (WM) share overlapping neural substrates. Although WM training has been shown to alleviate anhedonia in individuals with social anhedonia, it is not clear whether WM training may also improve anhedonia in individuals with subsyndromal depression. This study examined the potential effect of WM training on improving anhedonia in college students with subsyndromal depression. Fifty college students were recruited and classified as the depressive (19 students) and non-depressive (31 students) groups according to their scores on the Beck Depression Inventory. They then took part in a 20-session dual n-back WM training. All participants were requested to complete a set of measures capturing experiential pleasure and WM capacity both before and after the training. We found significant improvement in WM performance and self-reported measures of experiential pleasure in both groups. However, only the depressive group showed significant improvement in a computer-based task capturing motivation. These preliminary findings suggest that WM training may be able to alleviate anhedonia in individuals with subsyndromal depressive symptoms.