Anhedonia and suicidal ideation are symptoms of major depressive disorder (MDD) that are not regularly captured in structured scales but may be captured in unstructured clinical notes. Natural language processing (NLP) techniques may be used to extract longitudinal data on suicidal behaviors and anhedonia within unstructured clinical notes. This study assessed the accuracy of using NLP techniques on electronic health records (EHRs) to identify these symptoms among patients with MDD. EHR-derived, de-identified data were used from the NeuroBlu Database (version 23R1), a longitudinal behavioral health real-world database. Mental health clinicians annotated instances of anhedonia and suicidal symptoms in clinical notes creating a ground truth. Interrater reliability (IRR) was calculated using Krippendorff’s alpha. A novel transformer architecture-based NLP model was trained on clinical notes to recognize linguistic patterns and contextual cues. Each sentence was categorized into one of four labels: (1) anhedonia; (2) suicidal ideation without intent or plan; (3) suicidal ideation with intent or plan; (4) absence of suicidal ideation or anhedonia. The model was assessed using positive predictive values (PPV), negative predictive values, sensitivity, specificity, F1-score, and AUROC.