The studies regarding to the comparisons between major depressive disorder (MDD) and panic disorder (PD) in the microintegrity of white matter (WM) are uncommon. Therefore, we tried to a way to classify the MDD and PD. Fifty-three patients with 1st-episode medication-naive PD, 54 healthy controls, and 53 patients with 1st-episode medication-naive MDD were enrolled in this study. The controls and patients were matched for age, gender, education, and handedness. The diffusion tensor imaging scanning was also performed. The WM microintegrity was analyzed and compared between 3 groups of participants (ANOVA analysis) with age and gender as covariates. The MDD group had lower WM microintegrity than the PD group in the left anterior thalamic radiation, left uncinate fasciculus, left inferior fronto-occipital fasciculus, and bilateral corpus callosum. The MDD group had reductions in the microintegrity when compared to controls in the bilateral superior longitudinal fasciculi, inferior longitudinal fasciculi, inferior fronto-occipital fasciculi, and corpus callosum. The PD group had lower microintegrity in bilateral superior longitudinal fasciculi and left inferior fronto-occipital fasciculus when compared to controls. The widespread pattern of microintegrity alterations in fronto-limbic WM circuit for MDD was different from restrictive pattern of alterations for PD.