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Background Major depressive disorder (MDD) has been associated with alterations in brain white matter (WM) microstructure. However, diffusion tensor imaging studies in biological relatives have presented contradicting results on WM alterations and their potential as biomarkers for vulnerability or resilience. To shed more light on associations between WM microstructure and resilience to familial risk, analyses including both healthy and depressed relatives of MDD patients are needed. Methods In a 2 (MDD v. healthy controls, HC) × 2 (familial risk yes v. no) design, we investigated fractional anisotropy (FA) via tract-based spatial statistics in a large well-characterised adult sample (N = 528), with additional controls for childhood maltreatment, a potentially confounding proxy for environmental risk. Results Analyses revealed a significant main effect of diagnosis on FA in the forceps minor and the left superior longitudinal fasciculus (ptfce−FWE = 0.009). Furthermore, a significant interaction of diagnosis with familial risk emerged (ptfce−FWE = 0.036) Post-hoc pairwise comparisons showed significantly higher FA, mainly in the forceps minor and right inferior fronto-occipital fasciculus, in HC with as compared to HC without familial risk (ptfce−FWE < 0.001), whereas familial risk played no role in MDD patients (ptfce−FWE = 0.797). Adding childhood maltreatment as a covariate, the interaction effect remained stable. Conclusions We found widespread increased FA in HC with familial risk for MDD as compared to a HC low-risk sample. The significant effect of risk on FA was present only in HC, but not in the MDD sample. These alterations might reflect compensatory neural mechanisms in healthy adults at risk for MDD potentially associated with resilience.