Background: Major depression (MD) is a common psychiatric disorder in multiple sclerosis (MS). Despite the negative impact of MD on the quality of life of MS patients, little is known about its underlying brain mechanisms. Objective: We studied the whole-brain connectivity patterns that were associated with MD in MS. Alterations were mainly expected within limbic circuits. Methods: Diffusion tensor imaging data were collected in 20 MS patients with MD, 22 non-depressed MS patients and 16 healthy controls. We used deterministic tractography and graph analysis to study the white-matter connectivity patterns that characterized MS patients with MD. Results: We found that MD in MS was associated with increased local path length in the right hippocampus and right amygdala. Further analyses revealed that these effects were driven by an increased shortest distance between both the right hippocampus and right amygdala and a series of regions including the dorsolateral and ventrolateral prefrontal cortex, orbitofrontal cortex, sensory-motor cortices and supplementary motor area. Conclusion: Our data provide strong support for neurobiological accounts positing that MD in MS is mediated by abnormal ‘communications’ within limbic circuits. We also found evidence that MD in MS may be linked with connectivity alterations at the limbic-motor interface, a group of regions that translates emotions into survival-oriented behaviors.