Major depressive disorder is a common disease worldwide, which is characterized by significant and persistent depression. Non-invasive accessory diagnosis of depression can be performed by resting-state functional magnetic resonance imaging (rs-fMRI). However, the fMRI signal may not satisfy linearity and stationarity. The Hilbert-Huang transform (HHT) is an adaptive time-frequency localization analysis method suitable for nonlinear and non-stationary signals. The objective of this study was to apply the HHT to rs-fMRI to find the abnormal brain areas of patients with depression. A total of 35 patients with depression and 37 healthy controls were subjected to rs-fMRI. The HHT was performed to extract the Hilbert-weighted mean frequency of the rs-fMRI signals, and multivariate receiver operating characteristic analysis was applied to find the abnormal brain regions with high sensitivity and specificity. We observed differences in Hilbert-weighted mean frequency between the patients and healthy controls mainly in the right hippocampus, right parahippocampal gyrus, left amygdala, and left and right caudate nucleus. Subsequently, the above-mentioned regions were included in the results obtained from the compared region homogeneity and the fractional amplitude of low frequency fluctuation method. We found brain regions with differences in the Hilbert-weighted mean frequency, and examined their sensitivity and specificity, which suggested a potential neuroimaging biomarker to distinguish between patients with depression and healthy controls. We further clarified the pathophysiological abnormality of these regions for the population with major depressive disorder.