Adolescent Major Depressive Disorder (MDD) is a common and serious mental illness that could lead to tragic outcomes including chronic adult disability and suicide. In this paper, we explore anatomical features and apply machine learning approaches to identify responsive biomarkers distinguishing MDD patients from healthy subjects. The features of interest include metrics in two categories: a) anatomical connectivity defined by diffusion tensor imaging measurements between a pair of brain regions, and b) topological measurements from anatomical networks. A combination of p-value based filtering and minimum redundancy maximum relevance method is performed to select features for optimal classification accuracy. A leave-one-out cross-validation method is used for the classification performance evaluation. The proposed methodology achieves an improved accuracy of 78%, 90.39% sensitivity, and 79.66% precision for 79 subjects. The most distinguishing features are the betweenness centrality of the right lingual gyrus of the ADC network at 12% sparsity, the participation coefficient of the right lateral occipital sulcus of the ADC network at 22% sparsity, the participation coefficient of the right pars opercularis of the AD network at 16% sparsity, and the participation coefficient of the right lateral orbitofrontal cortex in the ADC network at 10% sparsity. Those network measures reflect the change of connectivity between the regions and their associated anatomical subnetworks.