Objective: Little is known about the pathological mechanism of early adult onset depression (EOD) and later adult onset depression (LOD). We seek to determine whether grey matter volume (GMV) change in EOD and LOD are different, which could also delineate EOD and LOD. Methods: In present study, 147 first-episode, drug-naive patients with major depressive disorder (MDD), age between 18 and 45, were divided into two groups on the basis of age of MDD onset: the early adult onset group (age 18–29) and the later adult onset group (age 30–44), and a total of 130 gender-, and age-, matched healthy controls (HC) were also divided into two groups which fit for each patient group. Magnetic resonance imaging was conducted on all subjects. The voxel-based morphometry (VBM) approach was employed to analyze the images. Results: Widespread abnormalities of GMV throughout parietal, temporal, limbic regions, occipital cortex and cerebellum were observed in MDD patients. Compare to young HC, reduced GMV in right fusiform gyrus, right middle temporal gyrus, vermis III and increased GMV in right middle occipital gyrus were seen in the EOD group. In contrast, relative to old HC, decreased GMV in the right hippocampus and increased GMV in the left middle temporal gyrus were observed in the LOD group. Compared to the LOD group, the EOD group had smaller GMV in right posterior cingulate cortex. There was no significant correlation between GMV of the right posterior cingulate cortex and the score of the depression rating scale in patients group. Conclusions: The GMV of the brain areas that were related to mood regulation was decreased in the first-episode, drug-naive adult patients with MDD. Adult patients with EOD and LOD exhibited different GMV changes relative to each age-matched comparison group, suggesting depressed adult patients with different age-onset might have different pathological mechanism.