Background Girls’ depressive symptoms typically increase in adolescence, with individual differences in course and severity being key risk factors for impaired emotional functioning in young adulthood. Given the continued brain white matter (WM) maturation that occurs in adolescence, the present study tested whether structural connectivity patterns in late adolescence are associated with variation in the course of depression symptom severity throughout adolescence. Method Participants were girls (N = 115) enrolled in a multiyear prospective cohort study of risk for depression. Initial depression severity (intercept) at age 10 and change in severity (linear slope) across ages 10–19 were examined in relation to WM tractography collected at age 19. Network-based statistic analyses were used to identify clusters showing variation in structural connectivity in association with depressive symptom intercept, slope, and their interaction. Results Higher initial depressive severity and steeper positive slope (separately) were associated with greater structural connectivity between temporal, subcortical socioaffective, and occipital regions. Intercept showed more connectivity associations than slope. The interaction effect indicated that higher initial symptom severity and a steeper negative slope (i.e., alleviating symptoms) were related to greater connectivity between cognitive control regions. Moderately severe symptoms that worsened over time were followed by greater connectivity between self-referential and cognitive regions (e.g., posterior cingulate and frontal gyrus). Conclusions Higher depressive symptom severity in early adolescence and increasing symptom severity over time may forecast structural connectivity differences in late adolescence, particularly in pathways involving cognitive and emotion-processing regions. Understanding how clinical course relates to neurobiological correlates may inform new treatment approaches to adolescent depression.