Major depressive disorder (MDD) is associated with structural and functional alterations in the prefrontal cortex (PFC) and anterior cingulate cortex (ACC). Enhanced ACC activity at rest (measured using various imaging methodologies) is found in treatment-responsive patients and is hypothesized to bolster treatment response by fostering adaptive rumination. However, whether structural changes influence functional coupling between fronto-cingulate regions and ACC regional homogeneity (ReHo) and whether these functional changes are related to levels of adaptive rumination and treatment response is still unclear. Cortical thickness and ReHo maps were calculated in 21 unmedicated depressed patients and 35 healthy controls. Regions with reduced cortical thickness defined the seeds for the subsequent functional connectivity (FC) analyses. Patients completed the Response Style Questionnaire, which provided a measure of adaptive rumination associated with better response to psychotherapy. Compared with controls, depressed patients showed thinning of the right anterior PFC, increased prefrontal connectivity with the supragenual ACC (suACC), and higher ReHo in the suACC. The suACC clusters of increased ReHo and FC spatially overlapped. In depressed patients, suACC ReHo scores positively correlated with PFC thickness and with FC strength. Moreover, stronger fronto-cingulate connectivity was related to higher levels of adaptive rumination. Greater suACC ReHo and connectivity with the right anterior PFC seem to foster adaptive forms of self-referential processing associated with better response to psychotherapy, whereas prefrontal thinning impairs the ability of depressed patients to engage the suACC during a major depressive episode. Bolstering the function of the suACC may represent a potential target for treatment.