Objective: Growing evidence has implicated dysfunction of the thalamus and its projection cortical targets in depression. However, the anatomical specificity of thalamo-cortical connectivity in major depressive disorder (MDD) remains unknown due to the regional heterogeneity of the thalamus and limited methods to examine this. Methods: Resting-state fMRI was collected on 70 MDD patients and 70 healthy controls. The thalamus was parcellated based on connectivity with six predefined cortical regions of interest (ROIs). The segmented thalamic nuclei were used as seeds to map connectivity with the rest of the whole brain. The cortical-to-thalamus connectivity values and thalamus-based connectivity maps were compared between groups. Results: The cortical ROIs demonstrated correlations with spatially distinct zones within the thalamus. We found a trend toward reduced parietal ROI-to-thalamus connectivity in MDD. Importantly, MDD patients demonstrated reduced connectivity between prefrontal and parietal thalamus ROIs and bilateral middle frontal gyrus (MFG) and the right posterior default mode network (DMN) and between the prefrontal and motor thalamus ROIs and lateral temporal regions. Conversely, increased connectivity emerged between the motor thalamus ROI and right MFG and right medial frontal gyrus/anterior cingulate; between motor/somatosensory thalamus ROIs and right posterior DMN; between prefrontal/somatosensory thalamus ROIs and cerebellum; and between the parietal thalamus ROI and left insula. Conclusions: This study is the first to examine the anatomical specificity of thalamo-cortical connectivity disturbances in MDD. Subjects with MDD demonstrated altered thalamo-cortical connectivity characterized by a complex pattern of region-dependent hypo- or hyperconnectivity. We therefore speculate that selectively modulating the connectivity of thalamo-cortical circuitry may be a potential novel therapeutic mechanism for MDD.