Brain function relies on efficient communications between distinct brain systems. The pathology of major depressive disorder (MDD) damages functional brain networks, resulting in cognitive impairment. Here, we reviewed the associations between brain functional connectome changes and MDD pathogenesis. We also highlighted the utility of brain functional connectome for differentiating MDD from other similar psychiatric disorders, predicting recurrence and suicide attempts in MDD, and evaluating treatment responses. Converging evidence has now linked aberrant brain functional network organization in MDD to the dysregulation of neurotransmitter signaling and neuroplasticity, providing insights into the neurobiological mechanisms of the disease and antidepressant efficacy. Widespread connectome dysfunctions in MDD patients include multiple, large-scale brain networks as well as local disturbances in brain circuits associated with negative and positive valence systems and cognitive functions. Although the clinical utility of the brain functional connectome remains to be realized, recent findings provide further promise that research in this area may lead to improved diagnosis, treatments, and clinical outcomes of MDD.