Autism Spectrum Disorder (ASD) involves neurodevelopmental syndromes with significant deficits in communication, motor behaviors, emotional and social comprehension. Often, individuals with ASD exhibit co-occurring depression characterized by a change in mood and diminished interest in previously enjoyable activities. Due to communicative challenges and a lack of appropriate assessments in this cohort, co-occurring depression can often go undiagnosed during routine clinical examinations and, thus, its management neglected. The literature on co-occurring depression in adults with ASD is limited. Therefore, understanding the neural basis of the co-occurring psychopathology of depression in ASD is crucial for identifying brain-based markers for its timely and effective management.Using structural MRI and phenotypic data from the Autism Brain Imaging Data Exchange (ABIDE II) repository, we examined the pattern of relationship regional grey matter volume (rGMV) has with co-occurring depression and autism severity within regions of a priori interest in adults with ASD (n = 44; age = 17-28 years). Further, we performed an exploratory analysis of the rGMV differences between ASD and matched typically developed (TD, n = 39; age = 18-31 years) samples. The severity of co-occurring depression correlated negatively with the rGMV of the right thalamus. Additionally, a significant interaction was evident between the severity of co-occurring depression and core ASD symptoms towards explaining the rGMV in the left cerebellum crus II. The results further the understanding of the neurobiological underpinnings of co-occurring depression in adults with ASD towards exploring neuroimaging-based biomarkers in the same cohort.