Background: Insomnia is a common symptom of Major Depressive Disorder (MDD) and genome-wide association studies pointed to their strong genetic association. Although the prevalence of insomnia symptoms in MDD is noticeable and evidence supports their strong bidirectional association, the number of available neuroimaging findings on patients of MDD with insomnia symptoms is limited. However, such neuroimaging studies could verily improve our understanding of their shared pathophysiology and advance corresponding theories. Methods: Based on the preferred reporting items for systematic reviews and meta-analysis (PRISMA) guideline, we have conducted a literature search using PubMed, EMBASE, and Scopus databases and systematically explored 640 studies using various neuroimaging modalities in MDD patients with different degrees of insomnia symptoms. Results: Despite inconsistencies, current findings from eight studies suggested structural and functional disturbances in several brain regions including the amygdala, prefrontal cortex and anterior cingulate cortex and insula. The aberrant functional connectivity within and between the main hubs of the salience and default mode networks could potentially yield new insights into the link between MDD and insomnia, which needs further assessment. Limitations: The number of studies reviewed herein is limited. The applied methods for assessing structural and functional neural mechanisms of insomnia and depression were variable. Conclusion: Neuroimaging methods demonstrated the overlapping underlying neural mechanisms between MDD and insomnia. Future studies may facilitate better understanding of their pathophysiology to allow development of specific treatment.