Objective: Structural and functional brain alterations in major depression disorder (MDD) are well studied in cross-sectional designs, but little is known about the causality between onset and course of depression on the one hand, and neurobiological changes over time on the other. To explore the direction of causality, longitudinal studies with a long time window (preferably years) are needed, but only few have been undertaken so far. This article reviews all prospective neuroimaging studies in MDD patients currently available and provides a critical discussion of methodological challenges involved in the investigation of the causal relationship between brain alterations and the course of MDD. Method: We conducted a systematic review of studies published before September 2015, to identify structural magnetic resonance imaging (MRI) studies that assess the relation between neuronal alterations and MDD in longitudinal (1year) designs. Results: Only 15 studies meeting minimal standards were identified. An analysis of these longitudinal data showed a large heterogeneity between studies regarding design, samples, imaging methods, spatial restrictions and, consequently, results. There was a strong relationship between brain-volume outcomes and the current mood state, whereas longitudinal studies failed to clarify the influence of pre-existing brain changes on depressive outcome. Conclusion: So far, available longitudinal studies cannot resolve the causality between the course of depression and neurobiological changes over time. Future studies should combine high methodological standards with large sample sizes. Cooperation in multi-center studies is indispensable to attain sufficient sample sizes, and should allow careful assessment of possible confounders.