Humour processing comprises the humour comprehension and the humour appreciation phases. Patients with schizophrenia have impaired humour processing. However, it is unclear whether such deficits affect subclinical populations such as individuals with social anhedonia. Our study recruited forty-eight individuals with high levels of social anhedonia (HSA, screened by the Revised Chapman Social Anhedonia Scale) and 50 individuals with low levels of social anhedonia (LSA). Participants completed behavioural tasks which tapped into humour comprehension and appreciation, and a set of questionnaires assessing their sense of humour, humour styles and subjective experiential pleasure. Using signal detection theory analysis, the d’ and β values were generated to measure the detection of humour signal in the comprehension phase and the inner criteria of the humour appreciation respectively. The results showed that the HSA and LSA groups did not differ in humour signal detection (d’) but the HSA group had significantly higher inner criteria of humour appreciation (β) than the LSA group. The β value was correlated with experiential anticipatory pleasure in all participants. The HSA group had significantly lower within-group coherence than the LSA group when processing humour. Our findings suggested that individuals with social anhedonia have impaired humour processing.