Major depressive disorder (MDD) and social anxiety disorder (SAD) are among the most prevalent and frequently co-occurring psychiatric disorders in adults and may have, at least in part, a common etiology. However, the unique and the shared neuroanatomical characteristics of the two disorders have not been fully identified. The aim of this study was to compare the topological organization of gray matter networks between non-comorbid medication-naive MDD patients and SAD patients. High-resolution T1-weighted images were acquired from 37 non-comorbid medication-naive MDD patients, 24 non-comorbid medication-naive SAD patients, and 41 healthy controls. Single-subject gray matter graphs were extracted from structural MRI scans, and whole-brain neuroanatomic organization was compared across the three groups. The relationships between brain network measures and clinical characteristics were analyzed. Relative to healthy controls, both the MDD and the SAD patients showed global decreases in clustering coefficient, normalized clustering coefficient, and small-worldness and locally decreased nodal centralities and morphological connections in the left insular, lingual, and calcarine cortices. Compared with healthy controls, the SAD patients exhibited increased nodal centralities and morphological connections mainly involving the prefrontal cortex and the sensorimotor network. Furthermore, compared to the SAD patients, the MDD patients showed increased characteristic path length, reduced global efficiency, and decreased nodal centralities and morphological connections in the right middle occipital gyrus and the right postcentral gyrus. Our findings provide new evidence for shared and specific similarity-based gray matter network alterations in MDD and SAD and emphasize that the psychopathological changes in the right middle occipital gyrus and the right postcentral gyrus might be different between the two disorders.