Depression is a common debilitating complication of multiple sclerosis (MS), but the role of lesion location remains unclear. Recent work shows that stroke lesions and therapeutic neuromodulation sites that modify depression are connected to a common brain circuit, providing an a priori template that could be relevant for MS. Using a clinical and radiological database of patients with MS (n=281), we estimated connectivity between lesion locations and other brain regions using a normative connectome database (n=1000). Functional connectivity between MS lesion locations and our a priori depression circuit was correlated with depression severity in MS (p=0.013) and specific to depression versus other MS-related symptoms (p=0.0058). A data-driven circuit for MS depression showed similar topography to our a priori depression circuit (p=0.015). The peak of this data-driven MS depression circuit was in the ventral midbrain, overlapping the ventral tegmental area (pFWE<0.05). These findings lend insight into the localization of MS depression that may help guide therapeutic targeting.