This study investigates the alterations in structural and functional connectivity (SC-FC) coupling in adolescent major depressive disorder (MDD) by integrating diffusion magnetic resonance imaging (MRI) and resting-state functional MRI data. The study recruited 168 participants with first-episode MDD and 101 healthy controls, aged 10 to 18 years, from January 2, 2020, to December 28, 2021. Participants were divided into five subgroups based on different environmental stressors and clinical characteristics: with or without suicide attempt, with or without nonsuicidal self-injury (NSSI) behavior, with or without major life events (MLEs), with or without childhood trauma, and with or without school bullying. Key findings include: - **Common SC-FC Coupling Alterations**: Participants with adolescent MDD showed increased SC-FC coupling in the visual network, default mode network (DMN), and insula (Cohen d ranged from 0.365 to 0.581; FDR-corrected P < .05). - **Subgroup-Specific Alterations**: Notable subgroup-specific alterations were identified. For example, participants with a suicide attempt exhibited decreased SC-FC coupling in the parahippocampal gyrus (partial η² = 0.069; 90% CI, 0.025-0.121; FDR-corrected P = .007), while those with MLEs showed increased SC-FC coupling in the frontal-limbic circuit (partial η² ranged from 0.046 to 0.068; FDR-corrected P < .05). The study highlights the importance of SC-FC coupling in understanding the neurobiological mechanisms of adolescent MDD, particularly in the context of external stressors and adverse behaviors. These findings enrich the knowledge of aberrant SC-FC coupling in adolescent MDD and underscore the vulnerability of frontal-limbic SC-FC coupling to external stressors and the role of parahippocampal coupling in shaping future-minded behavior.This study investigates the alterations in structural and functional connectivity (SC-FC) coupling in adolescent major depressive disorder (MDD) by integrating diffusion magnetic resonance imaging (MRI) and resting-state functional MRI data. The study recruited 168 participants with first-episode MDD and 101 healthy controls, aged 10 to 18 years, from January 2, 2020, to December 28, 2021. Participants were divided into five subgroups based on different environmental stressors and clinical characteristics: with or without suicide attempt, with or without nonsuicidal self-injury (NSSI) behavior, with or without major life events (MLEs), with or without childhood trauma, and with or without school bullying. Key findings include: - **Common SC-FC Coupling Alterations**: Participants with adolescent MDD showed increased SC-FC coupling in the visual network, default mode network (DMN), and insula (Cohen d ranged from 0.365 to 0.581; FDR-corrected P < .05). - **Subgroup-Specific Alterations**: Notable subgroup-specific alterations were identified. For example, participants with a suicide attempt exhibited decreased SC-FC coupling in the parahippocampal gyrus (partial η² = 0.069; 90% CI, 0.025-0.121; FDR-corrected P = .007), while those with MLEs showed increased SC-FC coupling in the frontal-limbic circuit (partial η² ranged from 0.046 to 0.068; FDR-corrected P < .05). The study highlights the importance of SC-FC coupling in understanding the neurobiological mechanisms of adolescent MDD, particularly in the context of external stressors and adverse behaviors. These findings enrich the knowledge of aberrant SC-FC coupling in adolescent MDD and underscore the vulnerability of frontal-limbic SC-FC coupling to external stressors and the role of parahippocampal coupling in shaping future-minded behavior.