Background: The Snaith-Hamilton Pleasure Scale (SHAPS) is a self-assessment scale designed to evaluate anhedonia in various psychiatric disorders. In order to facilitate its use in Malaysian settings, our current study aimed to examine the validity of a Malay-translated version of the SHAPS (SHAPS-M). Methods: In this cross-sectional study, a total of 44 depressed patients and 82 healthy subjects were recruited from a university out-patient clinic. All participants were given both the Malay and English versions of the SHAPS, Fawcett-Clark Pleasure Scale (FCPS), General Health Questionnaire 12 (GHQ-12), and the Beck Depression Inventory (BDI) to assess their hedonic state, general mental health condition and levels of depression. Results: The results showed that the SHAPS-M has impressive internal consistency (α = 0.96), concurrent validity and good parallel-form reliability (intraclass coefficient, ICC = 0.65). Conclusion: In addition to demonstrating good psychometric properties, the SHAPS-M is easy to administer. Therefore, it is a valid, reliable, and suitable questionnaire for assessing anhedonia among depressed patients in Malaysia.