Few studies have examined whether there is a relationship between social anhedonia and prediction of future events and the role of beliefs about pleasure and emotional experience. In this study, 513 college students were recruited to complete a set of self-reported questionnaires, including the Revised Social Anhedonia Scale (CSAS), the Temporal Experience of Pleasure Scale (TEPS), the Belief about Pleasure Scale (BAPS) and the Beck Depression Inventory. Moreover, a checklist of 100 daily life events was also administrated to all participants. Mediation analysis found that social anhedonia had a direct impact on prediction of pleasant events. Emotional experience partly mediated the relationship between social anhedonia and subjective prediction of pleasant events. However, beliefs about pleasure had no significant mediation effect between social anhedonia and prediction of pleasant events, but were shown to influence the subjective prediction of pleasant events completely through emotional experience. These findings suggest that beliefs about pleasure and emotional experience may be considered promising factors for interventions in individuals with anhedonia.