As a widely-applied alternative therapy, acupuncture is gaining popularity in Western society. One challenge that remains, however, is incorporating it into mainstream medicine. One solution is to combine acupuncture with other conventional, mainstream treatments. In this study, we investigated the combination effect of acupuncture and the antidepressant fluoxetine, as well as its underlying mechanism using resting state functional connectivity (rsFC) in patients with major depressive disorders. Forty-six female depressed patients were randomized into a verum acupuncture plus fluoxetine or a sham acupuncture plus fluoxetine group for eight weeks. Resting-state fMRI data was collected before the first and last treatments. Results showed that compared with those in the sham acupuncture treatment, verum acupuncture treatment patients showed 1) greater clinical improvement as indicated by Montgomery–Åsberg Depression Rating Scale (MADRS) and Self-Rating Depression Scale (SDS) scores; 2) increased rsFC between the left amygdala and subgenual anterior cingulate cortex (sgACC)/preguenual anterior cingulate cortex (pgACC); 3) increased rsFC between the right amygdala and left parahippocampus (Para)/putamen (Pu). The strength of the amygdala-sgACC/pgACC rsFC was positively associated with corresponding clinical improvement (as indicated by a negative correlation with MADRS and SDS scores). Our findings demonstrate the additive effect of acupuncture to antidepressant treatment and suggest that this effect may be achieved through the limbic system, especially the amygdala and the ACC.