Blunted reward responsivity is associated with anhedonia in humans and is a core feature of depression. This protocol describes how to train the common marmoset, Callithrix jacchus, on an appetitive Pavlovian conditioning paradigm to measure behavioral and cardiovascular correlates of anticipatory and consummatory phases of reward processing. We describe how to use intracerebral infusions to manipulate brain regions whose activity is relevant to impaired reward processing in depression and how the paradigm can be used to test antidepressant efficacy. For complete details on the use and execution of this protocol, please refer to Alexander et al. (2019).