Multiple system atrophy (MSA), a rare neurodegenerative disease, is usually accompanied by brain morphological alterations. However, the causal relationships between progressive gray matter atrophy in MSA parkinsonian (MSA-P) subtype remain unknown. In total, thirty-five MSA-P patients and thirty-five healthy controls (HC) underwent three-dimensional high-resolution T1-weighted structural imaging and voxel-based morphometry analysis. The causal structural covariance network (CaSCN) of gray matter was assessed to explore the causal relationships in MSA-P. With greater illness duration, the reduction of gray matter was originated from right cerebellum and progressed to bilateral cerebellum, fusiform gyrus, insula, putamen, caudate nucleus, frontal lobe, right angular gyrus, right precuneus, left middle occipital lobe and left inferior temporal lobe, then expanded to midbrain, bilateral para-hippocampus, thalamus, temporal lobe, inferior parietal lobule (IPL), precentral gyrus, postcentral gyrus and middle cingulate cortex. The right cerebellum was revealed to be the core node of the directional network and projected positive causal effects to bilateral cerebellum, caudate nucleus and left IPL. MSA-P patients showed progression of gray matter atrophy over time, with the right cerebellum probably as a primary hub. Furthermore, the early structural vulnerability of cerebellum in MSA-P may play a pivotal role in the modulation of motor and non-motor circuits at the structural level.