Psychotic major depression (PMD) is hypothesized to be a distinct clinical entity from nonpsychotic major depression (NPMD). However, neurobiological evidence supporting this notion is scarce. The aim of this study is to identify gray matter volume (GMV) differences between PMD and NPMD and their longitudinal change following electroconvulsive therapy (ECT). Structural magnetic resonance imaging (MRI) data from 8 independent sites in the Global ECT-MRI Research Collaboration (GEMRIC) database (n = 108; 56 PMD and 52 NPMD; mean age 71.7 in PMD and 70.2 in NPMD) were analyzed. All participants underwent MRI before and after ECT. First, cross-sectional whole-brain voxel-wise GMV comparisons between PMD and NPMD were conducted at both time points. Second, in a flexible factorial model, a main effect of time and a group-by-time interaction were examined to identify longitudinal effects of ECT on GMV and longitudinal differential effects of ECT between PMD and NPMD, respectively. Compared with NPMD, PMD showed lower GMV in the prefrontal, temporal and parietal cortex before ECT; PMD showed lower GMV in the medial prefrontal cortex (MPFC) after ECT. Although there was a significant main effect of time on GMV in several brain regions in both PMD and NPMD, there was no significant group-by-time interaction. Lower GMV in the MPFC was consistently identified in PMD, suggesting this may be a trait-like neural substrate of PMD. Longitudinal effect of ECT on GMV may not explain superior ECT response in PMD, and further investigation is needed.