A single nucleotide polymorphism of rs1360780 in the FKBP5 gene is associated with a predisposition to developing major depressive disorder (MDD). We investigated the interactive effects of FKBP5 rs1360780 allelic variants, DNA methylation, and the diagnosis of MDD on structural changes of the entire brain. One hundred and fourteen patients with MDD and eighty-eight healthy controls underwent T1-weighted structural magnetic resonance imaging and FKBP5 rs1360780 genotyping, including DNA methylation of intron 7. We analyzed the volume of cortical and subcortical regions and cortical thickness using FreeSurfer. Significant genotype-by-diagnosis interactions were observed for volumes of the left pars triangularis, supramarginal gyrus, superior parietal lobule, right frontomarginal, and posterior midcingulate gyrus. The T allele was associated with significant volume reductions in these brain regions only in the MDD group except for the right posterior midcingulate gyrus. FKBP5 DNA methylation showed a positive correlation with the thickness of the right transverse frontopolar gyrus in the C allele homozygote group. Our findings suggest that the FKBP5 gene and its epigenetic changes could have influence on morphologic changes of several brain regions involved in emotion regulation, and that this process may be associated with the development of MDD.