Rewards are integral to learning associations that aid in survival. The feedback negativity (FN), an event-related potential that differentiates outcomes indicating monetary losses versus gains, has recently emerged as a possible neural measure of reward processing. If this view is correct, then the FN should correlate with measures of reward sensitivity in other domains, although few studies have investigated this question. In the current study, 46 participants completed a self-report measure of reward responsiveness, a signal detection task that generated a behavioral measure of reward sensitivity, and a gambling task that elicited an FN. Consistent with the view that the FN reflects reward-related neural activity, a larger FN correlated with increased behavioral and self-report measures of sensitivity to reward.