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Background Studies investigating structural brain abnormalities in depression have typically employed a categorical rather than dimensional approach to depression [i.e. comparing subjects with Diagnostic and Statistical Manual of Mental Disorders (DSM)-defined major depressive disorder (MDD) v. healthy controls]. The National Institute of Mental Health, through their Research Domain Criteria initiative, has encouraged a dimensional approach to the study of psychopathology as opposed to an over-reliance on categorical (e.g. DSM-based) diagnostic approaches. Moreover, subthreshold levels of depressive symptoms (i.e. severity levels below DSM criteria) have been found to be associated with a range of negative outcomes, yet have been relatively neglected in neuroimaging research. Method To examine the extent to which depressive symptoms – even at subclinical levels – are linearly related to gray matter volume reductions in theoretically important brain regions, we employed whole-brain voxel-based morphometry in a sample of 54 participants. Results The severity of mild depressive symptoms, even in a subclinical population, was associated with reduced gray matter volume in the orbitofrontal cortex, anterior cingulate, thalamus, superior temporal gyrus/temporal pole and superior frontal gyrus. A conjunction analysis revealed concordance across two separate measures of depression. Conclusions Reduced gray matter volume in theoretically important brain regions can be observed even in a sample that does not meet DSM criteria for MDD, but who nevertheless report relatively elevated levels of depressive symptoms. Overall, these findings highlight the need for additional research using dimensional conceptual and analytic approaches, as well as further investigation of subclinical populations.