Considering the high incidence of depressive symptoms in Alzheimer's disease (AD), we conducted a large-sample study to investigate the pattern of gray matter (GM) abnormalities that differentiates depressive from non-depressive AD patients. We included 201 AD patients who underwent MRI assessment and categorized them into depressive and non-depressive subgroups based on the Geriatric Depression Scale (GDS; cut-off score: ≤9). We performed whole-brain voxel-based morphometry analysis in 173 patients after MRI quality control and used between-group comparisons and regression analysis models to analyze the volumetric data controlling for nuisance variables. Depressive AD patients had extensive GM volume loss mainly in the paracentral region, specifically in post- and pre-central gyrus, supplementary motor areas and thalamus compared to non-depressive patients. Similar findings were obtained for the group of 173 patients using regression analysis and GDS score as predictor variable. We provided the first clear demonstration of a unique pattern of GM atrophy that characterizes AD patients with depression which is consistent with regions implicated in the phenomenon of psychomotor retardation that characterizes depression.