Background Major depression is a common comorbidity in cancer patients. Oncology clinics lack practical, objective tools for simultaneous evaluation of cancer and major depression. Fludeoxyglucose F-18 positron emission tomography–computed tomography (FDG PET/CT) is universally applied in modern medicine. Methods We used a retrospective analysis of whole-body FDG PET/CT images to identify brain regional metabolic patterns of major depression in multiple myeloma patients. The study included 134 multiple myeloma (MM) patients, 38 with major depression (group 1) and 96 without major depression (group 2). Results In the current study, Statistic Parameter Mapping (SPM) demonstrated that the major depression patient group (n = 38) had significant regional metabolic differences (clusters of continuous voxels) as compared to the non-major depression group (n = 96) with the criteria of height threshold T = 4.38 and extent threshold > 100 voxels. The five significant hypo- and three hyper-metabolic clusters from the computed T contrast maps were localized on the glass-brain view, consistent with published brain metabolic changes in major depression patients. Subsequently, using these clusters as features for classification learner, the fine tree and medium tree algorithms from 25 classification algorithms best fitted our data (accuracy 0.85%; AUC 0.88; sensitivity 79%; and specificity 88%). Conclusion This study demonstrated that whole-body FDG PET/CT scans could provide added value for screening for major depression in cancer patients in addition to staging and evaluating response to chemoradiation therapies.