Low positive affect (i.e., PA) is a hallmark of depression commonly associated with maladaptive use of emotion regulation strategies and a low preference for PA states. Motivational models of emotion regulation propose that the use of emotion regulation strategies subserves the attainment of specific emotion goals. Yet, these associations have not been investigated in the context of daily life PA regulation in depression. The present study used a 7-day experience-sampling design in a sample of clinically depressed individuals (N = 65) to assess whether pro-hedonic goals aimed at either increasing PA or reducing negative affect (i.e., NA) were (1) prospectively associated with the deployment of specific regulatory strategies (i.e., distraction, reappraisal, acceptance) and (2) concurrently associated with the efficacy of those strategies in boosting positive and dampening negative affective states. Lagged multilevel models revealed distinct motivational signatures. Activating the goal to reduce NA prospectively predicted greater subsequent use of acceptance, which was in turn effective at improving affective states. Reappraisal was infrequently selected and showed no significant associations with pro-hedonic goals or later affect. While accounting for reappraisal and acceptance, distraction improved subsequent affect (i.e., increased PA, decreased NA) only when paired with a concurrent goal to increase PA, but resulted in the opposite pattern when this goal was absent. Future studies should assess a wider array of emotion goals and emotion regulation dynamics in depression, as well as the long-term adaptiveness of these interactions.