The adolescent major depressive disorder is one of the top 10 debilitating psychiatric illnesses and the effectiveness of current treatment methods are constrained by the limited understanding of biological causes. In this paper, we use diffusion tensor imaging to explore changes in anatomical connectivity between the MDD group (n=37) and control group (n=27). Furthermore, along-track analysis is performed to identify locations of alterations along connections with significant connectivity change. For the connection between the hippocampus and the insular cortex in the right hemisphere, decreased connectivity in axial diffusivity (AD), mean diffusivity (MD), and radial diffusivity (RD) was discovered. Additionally, the number of tracks for the same connection is increased for the MDD group. Moreover, for the connection between the parahippocampal gyrus and the insular cortex in the left hemisphere, increased connectivity is observed in fractional anisotropy (FA), AD, MD, and RD. Furthermore, the locations of significant alterations are identified to be between 65% to 100% from the insular cortex to the hippocampus in the right hemisphere and at the 80% location from the insular cortex to the parahippocampal gyrus in the left hemisphere. The significant and consistent white matter changes at the hippocampus end of the insula-hippocampus connection suggest potential correlations to the previously reported grey matter shrinkage and functional abnormalities.