Introduction: Compared to research on adults with depression, relatively little work has examined white matter microstructure differences in depression arising earlier in life. Here we tested hypotheses about disruptions to white matter structure in adolescents with current and past depression, with an a priori focus on the cingulum bundles, uncinate fasciculi, corpus collosum, and superior longitudinal fasciculus.Methods: One hundred thirty‐one children from the Preschool Depression Study were assessed using a Human Connectome Project style diffusion imaging sequence which was processed with HCP pipelines and TRACULA to generate estimates of fractional anisotropy (FA), mean diffusivity (MD), axial diffusivity (AD) and radial diffusivity (RD).Results: We found that reduced FA, reduced AD, and increased RD in the dorsal cingulum bundle were associated with a lifetime diagnosis of major depression and greater cumulative and current depression severity. Reduced FA, reduced AD, and increased RD in the ventral cingulum were associated with greater cumulative depression severity.Conclusion: These findings support the emergence of white matter differences detected in adolescence associated with earlier life and concurrent depression. They also highlight the importance of connections of the cingulate to other brain regions in association with depression, potentially relevant to understanding emotion dysregulation and functional connectivity differences in depression.