Previous neuromorphometric investigations of major depressive disorder (MDD) have reported abnormalities in gray matter in several regions, although the results have been inconsistent across studies. Some discrepancies in the results across studies may reflect design limitations such as small sample sizes, whereas others may reflect biological variability that potentially manifests as differences in clinical course. For example, it remains unclear whether the abnormalities found in persistently depressed MDD subjects extend to or persist in patients who experience prolonged remission. The aim of the present study was to investigate gray matter (GM) differences in unmedicated, currently-depressed participants (dMDD) and unmedicated, currently-remitted (rMDD) participants with MDD compared to healthy controls (HC). The GM density and volume were compared across groups using voxel-based morphometry, a quantitative neuroanatomical technique, and high-resolution MRI images from 107 HC, 58 dMDD and 27 rMDD subjects. Relative to the HC group the dMDD group had reduced GM in the dorsal anterolateral (DALPFC), the dorsomedial (DMPFC) and the ventrolateral prefrontal cortex (VLPFC). Relative to the rMDD group the dMDD group showed reduced GM in the DALPFC, the VLPFC, the anterior cingulate cortex (ACC), the precuneus and the inferior parietal lobule. No regions were identified in which the rMDD group showed significantly lower GM compared to the HC group after p-values were corrected for the number of comparisons performed. In unmedicated patients in the depressed phase of MDD, we found evidence of morphometric abnormalities in DALPFC and in medial prefrontal cortical regions belonging to the visceromotor network. These findings, along with the absence of GM abnormalities in the remitted sample imply a possible link between greater GM tissue and better clinical outcome. Consistent with other neuroimaging and post-mortem neuropathological studies of MDD, we also found evidence of decreased white matter in patients with dMDD and rMDD.