Adaptive gaming use has positive effects, whereas depression has been reported to be prevalent in Internet gaming disorder (IGD). However, the neural correlates underlying the association between depression and Internet gaming remain unclear. Moreover, the neuroanatomical profile of the striatum in IGD is relatively less clear despite its important role in addiction. We found lower gray matter (GM) density in the left dorsolateral prefrontal cortex (DLPFC) in the IGD group than in the Internet gaming control (IGC) group and non-gaming control (NGC) group, and the GM density was associated with lifetime usage of Internet gaming, depressed mood, craving, and impulsivity in the gaming users. Striatal volumetric analysis detected a significant reduction in the right nucleus accumbens (NAcc) in the IGD group and its association with lifetime usage of gaming and depression. These findings suggest that alterations in the brain structures involved in the reward system are associated with IGD-related behavioral characteristics. Furthermore, the DLPFC, involved in cognitive control, was observed to serve as a mediator in the association between prolonged gaming and depressed mood. This finding may provide insight into an intervention strategy for treating IGD with comorbid depression.