Previous findings suggest that the Papez Circuit may have a role in major depressive disorders. We used atlas-based tract-specific quantification analysis and voxel-based analysis to examine the integrity of white matter tracts involved in mood regulation (including tracts in the Papez Circuit). Diffusion tensor imaging acquired from 35 first-episode, treatment-naive adults with major depressive disorders and 34 healthy adult controls were compared. Our statistical approach compared structural integrity of 11 major white matter tracts between the major depressive disorder and adult controls, as well as illness duration influence in patients. Fractional anisotropy was decreased in the hippocampal cingulum and in the anterior thalamic radiation according to both analytical approaches, all of which were important tracts included in the Papez Circuit. Our results support the role of the Papez Circuit in major depressive disorders with the minimal probability of false positive due to similar findings in both analyses that have complementary advantages. Dysfunction of the Papez Circuit may be a potential marker for studying the pathogenesis of major depressive disorders.