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Understanding the neural substrates of depression is crucial for diagnosis and treatment. Here, we review recent studies of functional and effective connectivity in depression, in terms of functional integration in the brain. Findings from these studies, including our own, point to the involvement of at least four networks in patients with depression. Elevated connectivity of a ventral limbic affective network appears to be associated with excessive negative mood (dysphoria) in the patients; decreased connectivity of a frontal‐striatal reward network has been suggested to account for loss of interest, motivation, and pleasure (anhedonia); enhanced default mode network connectivity seems to be associated with depressive rumination; and diminished connectivity of a dorsal cognitive control network is thought to underlie cognitive deficits especially ineffective top‐down control of negative thoughts and emotions in depressed patients. Moreover, the restoration of connectivity of these networks—and corresponding symptom improvement—following antidepressant treatment (including medication, psychotherapy, and brain stimulation techniques) serves as evidence for the crucial role of these networks in the pathophysiology of depression. [ABSTRACT FROM AUTHOR]