Adolescence is a period of rapid brain maturation and a critical period for the onset of Major Depressive Disorder (MDD) that usually leads to serious outcomes such as suicide. Although changes in anatomical connectivity in MDD have been reported, changes in network topology for MDD remain unclear. Additionally, whether the changes are the same for adolescent MDD and adult MDD remains unclear as well. This paper explores anatomical features including: a) anatomical connectivity defined by diffusion tensor imaging measurements between a pair of brain regions, and b) topological measurements from anatomical networks, and apply machine learning approaches to identify responsive biomarkers distinguishing MDD patients from healthy subjects. In addition to statistical tests, univariate classifiers are designed to evaluate the discriminating power of features. Furthermore, multivariate classifiers are trained for distinguishing healthy subjects from MDD patients. The best classifier achieves an accuracy of 76.56%, 81.08% sensitivity, 70.37% specificity and 78.95% precision for 64 subjects (37 MDD and 27 matched healthy control). The selected features include: 1) betweenness centrality of the right lingual gyrus of the ADC network at 12% sparsity, 2) participation coefficient of the right pars opercularis of the AD network at 16% sparsity, 3) participation coefficient of the left insular cortex of the MD network at 21% sparsity, and 4) participation coefficient of the right lateral orbitofrontal cortex in the ADC network at 10% sparsity. These features reflect changes in the topological structure of the brain anatomical network in MDD.