Appraisal theories predict that emotional experiences are tightly linked to context appraisals. However, depressed people tend to perceive a variety of emotional events more negatively and stressfully and their emotional experience has been described as context insensitive. This raises the question: how different is the intensity of context appraisals from related emotion experiences among depressed relative to healthy people? Surprisingly, we do not know how cohesive intensity of context appraisals and emotional experiences are in depression. In this study, we assessed differences in intensity of context appraisals and emotional experiences across 1634 daily events during three days within and between depressed participants ( N = 41) and healthy controls ( N = 33) using linear mixed models. Models compared intensities of stressfulness and unpleasantness appraisals to the intensity of negative affect, and intensity of pleasantness appraisals to the intensity of positive affect. Our findings partially supported our predictions of lower cohesiveness in depression: while intensities of pleasantness appraisals and positive affect were more alike among control participants, intensities of unpleasantness and stressfulness appraisals were more similar to the intensities of negative affect in the depressed group. Current work suggests that hedonic dysfunction in depression is possibly driven by a loosely tied positive context appraisal-emotion experience process.