Major depressive disorder (MDD) is a significant brain dysfunction that might cause self-harm behavior. The abnormal brain structures between MDD and healthy control have been investigated by using diffusion tensor imaging (DTI) in several studies. However, few studies discussed the brain structure changes in MDD patients with self-harm behavior. Moreover, there were some limitations in DTI. Therefore, our study aimed to find the abnormalities of neurological structure of white matter among MDD without self-harm behavior (MDD_N), MDD with self-harm behavior (MDD_S), and healthy control (HC), using generalized q-sampling imaging (GQI). We found the significant differences in the corpus callosum, superior longitudinal fasciculus (SLF), cingulum, and frontal lobe of GQI indices in individual groups.