Alterations in structural-functional (SC-FC) coupling have been linked to major depressive disorder (MDD). A newly developed algorithm for regional-specific SC-FC coupling analysis shows potential in advancing psychiatric research. In this study, we calculated the gray matter regional-specific SC-FC coupling of 114 MDD patients and 131 healthy controls (HCs). The delayed matching to sample (DMS) and Pattern Recognition Memory (PRM) subtests of the computerized Cambridge Neurocognitive Test Automated Battery (CANTAB) were used to evaluate visual memory. We found that the Xgboost model exhibited robust discriminative performance (Area under the ROC curve [95% CI]: 0.75 [0.65 to 0.85], Accuracy [95% CI]: 0.73 [0.63 to 0.84], Sensitivity [95% CI]: 0.65 [0.53 to 0.76], Specificity [95% CI]: 0.82 [0.77 to 0.87]). MDD patients showed lower SC-FC coupling in the left inferior frontal orbital gyrus (IFGorb_L) and the right inferior occipital gyrus (IOG_R) and higher SC-FC coupling in the left superior temporal pole (TPOsup_L) and the right middle temporal pole (TPOmid_R) than HCs. SC-FC coupling of IFGorb_L negatively correlated with current duration of illness (r = -0.26, P = 0.007), IOG_R negatively correlated with HAMD-17 cognitive factor score (r = -0.24, P = 0.011), while TPOsup_L positively correlated with percent correct in PRM delayed task among MDD patients (r = 0.31, P = 0.003). In conclusion, the study suggested that altered regional SC-FC coupling may be involved in MDD pathophysiology and associated with visual memory impairment.