Major Depressive Disorder (MDD) is a prevalent, chronic, and multidimensional mental disorder characterized by widespread functional dysconnectivity in the whole brain. However, the potential molecular, cellular, and neural mechanisms, contributing to the diverse symptomatology and heterogeneity of MDD remain poorly understood. This study aims to elucidate the multi-scale pathophysiological mechanisms underlying MDD subtypes by integrating functional connectivity, transcriptomic, neurotransmitter, and cell-type analyses across two Asian cohorts: the Chinese REST-meta-MDD Consortium (Discovery) and the Japanese Decoded Neurofeedback Project (Validation). The discovery cohort identified distinct patterns of distance-dependent functional connectivity strength (FCS) alterations in MDD, revealing short- to medium-range hyperconnectivity in both total MDD and recurrent MDD (RMDD) patients, with long-range hyperconnectivity specifically observed in RMDD. In contrast, first-episode drug-naive (FEDN) patients did not exhibit significant distance-dependent alterations in FCS. Genes associated with the FCS differences between FEDN and RMDD were enriched in pathways related to chemical synaptic transmission, neuron projection, and synaptic signaling. Moreover, FCS alterations in MDD subtypes were correlated with neurotransmitter receptor densities, particularly in the monoaminergic (e.g., 5HT1a, 5HT2a, and KappaOp) and GABAergic (GABAa) systems. Distinctive cell-type associations were observed, with astrocytes, endothelial cells, and oligodendrocyte precursor cells (OPCs) linked to FCS changes in RMDD, while only OPCs were associated with alterations in FEDN. The validation cohort partially replicated the key findings regarding distance-dependent FCS alterations, transcriptomic signatures, neurotransmitter associations, and cell-type specific relationships. These findings provide novel insights into the neurobiological underpinnings of functional dysconnections in MDD subtypes.