Background Major depressive disorder (MDD) is a debilitating disorder characterized by widespread brain abnormalities. The literature is mixed as to whether or not white matter abnormalities are associated with MDD. This study sought to examine fractional anisotropy (FA) in white matter tracts in individuals with MDD using diffusion tensor imaging (DTI). Methods 139 participants with MDD and 39 healthy controls (HC) in a multisite study were included. DTI scans were acquired in 64 directions and FA was determined in the brain using four methods: region of interest (ROI), tract‐based spatial statistics (TBSS), and diffusion tractography. Diffusion connectometry was used to identify white matter pathways associated with MDD. Results There were no significant differences when comparing FA in MDD and HC groups using any method. In the MDD group, there was a significant relationship between depression severity and FA in the right medial orbitofrontal cortex, and between age of onset of MDD and FA in the right caudal anterior cingulate cortex using the ROI method. There was a significant relationship between age of onset and connectivity in the thalamocortical radiation, inferior longitudinal fasciculus, and cerebellar tracts using diffusion connectometry. Conclusions The lack of group differences in FA and connectometry analysis may result from the clinically heterogenous nature of MDD. However, the relationship between FA and depression severity may suggest a state biomarker of depression that should be investigated as a potential indicator of response. Age of onset may also be a significant clinical feature to pursue when studying white matter tracts.