Few-shot learning is a crucial approach for macromolecule classification of the cryo-electron tomography (Cryo-ET) subvolumes, enabling rapid adaptation to novel tasks with a small support set of labeled data. However, existing few-shot classification methods for macromolecules in Cryo-ET consider only marginal distributions and overlook joint distributions, failing to capture feature dependencies fully. To address this issue, we propose a method for macromolecular few-shot classification using deep Brownian Distance Covariance (BDC). Our method models the joint distribution within a transfer learning framework, enhancing the modeling capabilities. We insert the BDC module after the feature extractor and only train the feature extractor during the training phase. Then, we enhance the model’s generalization capability with self-distillation techniques. In the adaptation phase, we fine-tune the classifier with minimal labeled data. We conduct experiments on publicly available SHREC datasets and a small-scale synthetic dataset to evaluate our method. Results show that our method improves the classification capabilities by introducing the joint distribution.