Structural and functional imaging have been applied to understand the pathophysiological alterations of brain in major depressive disorder (MDD) for several decades. The interaction between gene and brain in the pathophysiology of MDD can be explored by molecular imaging. Structural imaging studies support the crucial role of fronto-limbic model. Gray matter alterations may include frontal cortex, anterior cingulate cortex, amygdala, hippocampus, and parietal lobe. White matter alterations may include superior longitudinal fasciculus, uncinate fasculus, and cingulum. Structural connectome combined with functional connectome might be helpful for diagnosing MDD with an acceptable accuracy. Functional imaging studies reveal the importance of fronto-limbic network and default mode network. However, magnetic resonance spectroscopy, electroencephalography, and functional near-infrared spectroscopy mostly found the functional alterations in the frontal cortex. Positron emission tomography seems to have consistent findings in the fronto-limbic regions of translocator protein radioligand imaging, not the glucose metabolism and serotonin receptor density imaging. Molecular imaging findings are significantly influenced by the focused genetic polymorphism and imaging modality. Most findings still report the crucial role of fronto-limbic model and beyond fronto-limbic regions, such as default mode network. Fronto-limbic network should still be the core regions of pathophysiology for MDD. However, beyond fronto-limbic regions should not be ignored and more efforts should be executed to clarify the architecture of MDD pathophysiology using structural, functional, and molecular imaging.