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It remains challenging to identify depression accurately due to its biological heterogeneity. As people suffering from depression are associated with functional brain network alterations, we investigated subtypes of patients with first‐episode drug‐naive (FEDN) depression based on brain network characteristics. This study included data from 91 FEDN patients and 91 matched healthy individuals obtained from the International Big‐Data Center for Depression Research. Twenty large‐scale functional connectivity networks were computed using group information guided independent component analysis. A multivariate unsupervised normative modeling method was used to identify subtypes of FEDN and their associated networks, focusing on individual‐level variability among the patients for quantifying deviations of their brain networks from the normative range. Two patient subtypes were identified with distinctive abnormal functional network patterns, consisting of 10 informative connectivity networks, including the default mode network and frontoparietal network. 16% of patients belonged to subtype I with larger extreme deviations from the normal range and shorter illness duration, while 84% belonged to subtype II with weaker extreme deviations and longer illness duration. Moreover, the structural changes in subtype II patients were more complex than the subtype I patients. Compared with healthy controls, both increased and decreased gray matter (GM) abnormalities were identified in widely distributed brain regions in subtype II patients. In contrast, most abnormalities were decreased GM in subtype I. The informative functional network connectivity patterns gleaned from the imaging data can facilitate the accurate identification of FEDN‐MDD subtypes and their associated neurobiological heterogeneity. [ABSTRACT FROM AUTHOR]