Background Recent empirical findings have suggested that imbalanced neural networks may underlie the pathophysiology of major depressive disorder (MDD). However, the contribution of the superior temporal gyrus (STG) and the caudate nucleus to its pathophysiology remains unclear. Methods Functional magnetic resonance imaging (MRI) date were acquired from 40 patients with first-episode drug-naive MDD and 36 matched healthy controls during wakeful rest. We used whole-brain voxel-wise statistical maps to quantify within-group resting state functional connectivity (RSFC) and between-group differences of bilateral caudate and STG seeds. Results Compared with healthy controls, first-episode MDD patients were found to have reduced connectivity between the ventral caudate and several brain regions including the superior frontal gyrus (SFG), the superior parietal lobule (SPL) and the middle temporal gyrus (MTG), as well as increased connectivity with the cuneus. We also found increased connectivity between the left STG and the precuneus, the angular gyrus and the cuneus. Moreover, we found that increased anhedonia severity was correlated with the magnitude of ventral caudate functional connectivity with the cuneus and the MTG in MDD patients. Limitations Due to our small sample size, we did not correct the statistical threshold in the correlation analyses between clinical variables and connectivity abnormalities. Conclusions The present study suggests that anhedonia is mainly associated with altered ventral caudate-cortical connectivity and highlights the importance of the ventral caudate in the neurobiology of MDD.