We investigated the brain microstructural changes in major depressive disorder (MDD) using DKI and biophysical modelling. Twenty-six patients with MDD and 42 healthy control subjects were enrolled. TBSS whole brain analyses showed decrease of MK and RK in the patients as compared to the controls, predominantly in the frontal lobe, but widely distributed in the cerebral white matter. Model analysis revealed smaller intra-axonal volume fraction in the corpus callosum. The present results indicate the ability of DKI to demonstrate MDD pathology that are not fully depicted by DTI, and possibly to provide a new insights into the pathophysiology of MDD.