Wikipedia on Anhedonia:
In psychology and psychiatry, anhedonia (< Greek ἀν- an-, “without” + ἡδονή hēdonē, “pleasure”) is defined as the inability to experience pleasure from activities formerly found enjoyable, e.g. hobbies, exercise, social interaction or sexual activity.
Anhedonia can be a characteristic of mental disorders including mood disorders, schizoaffective disorder, schizoid personality disorder and schizophrenia. Affected schizophrenic patients describe themselves as feeling emotionally empty.
Mood disturbances are commonly observed in many psychiatric disorders. Disturbing mood changes may occur resultant to stressful life events and they are not uncommon during times of physical illness.  While anhedonia can be a feature of such mood changes, they are not mutually inclusive.