Depression is common in patients with Parkinson's disease (PD), which can make all the other symptoms of PD much worse. It is thus urgent to differentiate depressed PD (DPD) patients from non-depressed PD (NDPD). The purpose of the present study was to characterize alterations in directional brain connectivity unique to Parkinson's disease with depression, using resting state functional magnetic resonance imaging (rs-fMRI). Sixteen DPD patients, 20 NDPD patients, 17 patients with major depressive disorder (MDD) and 21 healthy control subjects (normal controls [NC]) underwent structural MRI and rs-fMRI scanning. Voxel-based morphometry and directional brain connectivity during resting-state were analyzed. Analysis of variance (ANOVA) and 2-sample t tests were used to compare each pair of groups, using sex, age, education level, structural atrophy, and/or HAMD, unified PD rating scale (UPDRS) as covariates. In contrast to NC, DPD showed significant gray matter (GM) volume abnormalities in some mid-line limbic regions including dorsomedial prefrontal cortex and precuneus, and sub-cortical regions including caudate and cerebellum. Relative to NC and MDD, both DPD and NDPD showed significantly increased directional connectivity from bilateral anterior insula and posterior orbitofrontal cortices to left inferior temporal cortex. As compared with NC, MDD and NDPD, alterations of directional connectivity in DPD were specifically observed in the pathway from bilateral anterior insula and posterior orbitofrontal cortices to right basal ganglia. Resting state directional connectivity alterations were observed between emotion network and motor network in DPD patients after controlling for age, sex, structural atrophy. Given that these alterations are unique to DPD, it may provide a potential differential biomarker for distinguishing DPD from NC, NDPD, and MDD.