Previous studies have shown disrupted effective connectivity in the large-scale brain networks of individuals with major depressive disorder (MDD). However, it is unclear whether these changes differ between first-episode drug-naive MDD (FEDN-MDD) and recurrent MDD (R-MDD). This study utilized resting-state fMRI data from 17 sites in the Chinese REST-meta-MDD project, consisting of 839 patients with MDD and 788 normal controls (NCs). All data was preprocessed using a standardized protocol. Then, we performed a granger causality analysis to calculate the effectivity connectivity (EC) within and between brain networks for each participant, and compared the differences between the groups. Our findings revealed that R-MDD exhibited increased EC in the fronto-parietal network (FPN) and decreased EC in the cerebellum network, while FEDN-MDD demonstrated increased EC from the sensorimotor network (SMN) to the FPN compared with the NCs. Importantly, the two MDD subgroups displayed significant differences in EC within the FPN and between the SMN and visual network. Moreover, the EC from the cingulo-opercular network to the SMN showed a significant negative correlation with the Hamilton Rating Scale for Depression (HAMD) score in the FEDN-MDD group. These findings suggest that first-episode and recurrent MDD have distinct effects on the effective connectivity in large-scale brain networks, which could be potential neural mechanisms underlying their different clinical manifestations.