This study compared the affective and psychobiological response of depressed and non-depressed romantic couples in an instructed partnership appreciation task (PAT) scenario that included positive feedback and appreciative communication. With the observation of (close to) naturalistic behavior between real-life partners and the emphasis on positive interaction, we aimed at extending previous research that rather focused on conflict behavior or non-intimate laboratory stressors. The general hypothesis was that couples with depression, and the depressed female index-patients in particular, would benefit less from instructed positive couple interaction, in comparison to healthy controls. A total of 184 individuals were included. Contrary to our expectation, depressed couples’ subjective mood and momentary relationship satisfaction improved in response to the PAT. At the same time, cortisol outputs were higher in depressed women than in healthy controls, particularly if participants were in a longer-term relationship. This data suggests, that instructed and individualized positive feedback between partners can have a psychobiological effect on women with depression, with potential implications for treatment.