Functional connectivity/network analyses using fMRI data have been applied to characterize diagnostic biomarkers in MDD. However, the association between brain connection and dimensional symptoms of this heterogeneous syndrome still remains unclear. In this work, we focused on first-episode and unmedicated MDD patients, firstly using unsupervised clustering analysis differentiated them into two subgroups on the basis of clinical features. Also, we compared the brain connectivity among subgroups plus healthy people. Then we used multivariate methods identified which clinical symptoms are significantly influenced by which brain connectivity. Our results may provide neurobiological mechanisms of MDD symptoms and serve as effective diagnostic biomarkers.