Depressive symptoms are common in patients with first-episode psychosis. However, the neural mechanisms underlying the comorbid depression in schizophrenia are still unknown. The main purpose of this study was to characterize the structural abnormalities of first-episodes drug-naive (FEDN) schizophrenia comorbid with depression by utilizing both volume-based and surface-based morphometric measurements. Forty-two patients with FEDN schizophrenia and 29 healthy controls were recruited. The 24-item Hamilton Depression Rating Scale (HAMD-24) was administrated to divide all patients into depressive patients (DP) and non-depressive patients (NDP). Compared with NDP, DP had a significantly larger volume and surface area in the left isthmus cingulate cortex and also had a greater volume in the left posterior cingulate cortex. Correlation analysis showed that HAMD total score was positively correlated with the surface area of the left isthmus cingulate and gray matter volume of the left isthmus cingulate cortex. In addition, gray matter volume of the left isthmus cingulate was also correlated with the PANSS general psychopathology or total score. The findings suggest that prominent structural abnormalities of gray matter are mainly concentrated on the cingulate cortex in FEDN schizophrenia patients comorbid with depression, which may contribute to depressive symptoms and psychopathological symptoms.