Recent observations suggest a role of the choroid plexus (CP) and cerebral ventricle volume (CV), to identify treatment resistance of major depressive disorder (MDD). We tested the hypothesis that these markers are associated with clinical improvement in subjects from the EMBARC study, as implied by a recent pilot study. The EMBARC study characterized biological markers in a randomized placebo-controlled trial of sertraline vs. placebo in patients with MDD. Association of baseline volumes of CV, CP and of the corpus callosum (CC) with treatment response after 4 weeks treatment were evaluated. 171 subjects (61 male, 110 female) completed the 4 week assessments; gender, site and age were taken into account for this analyses. As previously reported, no treatment effect of sertraline was observed, but prognostic markers for clinical improvement were identified. Responders (n = 54) had significantly smaller volumes of the CP and lateral ventricles, whereas the volume of mid-anterior and mid-posterior CC was significantly larger compared to non-responders (n = 117). A positive correlation between CV volume and CP volume was observed, whereas a negative correlation between CV volume and both central-anterior and central-posterior parts of the CC emerged. In an exploratory way correlations between enlarged VV and CP volume on the one hand and signs of metabolic syndrome, in particular triglyceride plasma concentrations, were observed. A primary abnormality of CP function in MDD may be associated with increased ventricles, compression of white matter volume, which may affect treatment response speed or outcome. Metabolic markers may mediate this relationship.