Chronic low-grade inflammation contributes to the pathophysiology of major depressive disorder (MDD). This study aimed to examine the association between serum levels of FAM19A5, a novel chemokine-like peptide that reflects reactive astrogliosis and inflammatory activation in the brain, and the neurodegenerative changes of MDD by investigating the correlation between serum FAM19A5 levels and cortical thickness changes in patients with MDD. We included 52 drug-naïve patients with MDD and 60 healthy controls (HCs). Serum FAM19A5 levels were determined in peripheral venous blood samples using a sandwich enzyme-linked immunosorbent assay. All participants underwent T1-weighted structural magnetic resonance imaging. Serum FAM19A5 levels were greater in patients with MDD than in HCs. In the MDD group, there were significant inverse correlations between serum FAM19A5 levels and cortical thickness in the prefrontal regions (i.e., the left inferior and right medial superior frontal gyri), left posterior cingulate gyrus, right cuneus, and both precunei, which showed significantly reduced thickness in patients with MDD compared to HCs. However, no correlation between serum FAM19A5 level and cortical thickness was observed in the HC group. The results of our study indicate that serum FAM19A5 levels may reflect reactive astrogliosis and related neuroinflammation in MDD. Our findings also suggest that serum FAM19A5 may be a potential biomarker for the neurodegenerative changes of MDD.