Structural neuroimaging is an important field in mental disorder researches and magnetic resonance imaging (MRI) is widely used for studying major depressive disorders (MDD). However, no consensus has been reached in structural neuroimaging researches on depression and measured variables have many limitations, so it is not suitable for clinical practices. This study analyses brain structural changes during onset and development of MDD using MRI via new variables such as brain volume, cortical thickness, surface area, and hypergyrification. This article focuses on etiology, diagnosis, treatment, as well as prognosis of MDD, and reviews structural neuroimaging researches according to brain regions, so as to introduce clinical advances in this field.