Major depressive disorder is a prevalent and burdensome mental illness that exhibits a high degree of heritability. Despite this, the underlying neural mechanisms that contribute to its development remain unclear. To enhance our comprehension of the pathology and susceptibility mechanisms of major depressive disorder, this study aims to compare the neuroimaging characteristics of patients diagnosed with major depressive disorder and their first-degree relatives. The objective of this study is to conduct a comprehensive analysis and synthesis of brain functional images of individuals diagnosed with major depressive disorder, including those in the acute and remission stages, as well as their first-degree relatives, utilizing various prevalent neuroimaging modalities. Additionally, this study aims to identify potential avenues for future research in this area. This study shows that abnormalities in local brain functional activity and functional interactions of the cortical-limbic-cerebellar circuits are critical in intrinsic neural mechanisms of depression and their first-degree relatives, and this circuits is also a potential target for antidepressants. Future studies are needed to further clarify the role of unbalanced cortical-limbic-cerebellar circuits in the disease process of depression.