Major depressive disorder (MDD) has been shown to be associated with structural abnormalities in a variety of spatially diverse brain regions. However, the correlation between brain structural changes in MDD and gene expression is unclear. Here, we examine the link between brain-wide gene expression and morphometric changes in individuals with MDD, using neuroimaging data from two independent cohorts and a publicly available transcriptomic dataset. Morphometric similarity network (MSN) analysis shows replicable cortical structural differences in individuals with MDD compared to control subjects. Using human brain gene expression data, we observe that the expression of MDD-associated genes spatially correlates with MSN differences. Analysis of cell type-specific signature genes suggests that microglia and neuronal specific transcriptional changes account for most of the observed correlation with MDD-specific MSN differences. Collectively, our findings link molecular and structural changes relevant for MDD.