Research into the pathophysiology of major depressive disorder (MDD) has focused largely on individuals already affected by MDD. Studies have thus been limited in their ability to disentangle effects that arise as a result of MDD from precursors of the disorder. By studying individuals at high familial risk for MDD, we aimed to identify potential biomarkers indexing risk for developing MDD, a critical step toward advancing prevention and early intervention. Using resting-state functional connectivity MRI (rs-fcMRI) and diffusion MRI (tractography), we examined connectivity within the default mode network (DMN) and between the DMN and the central executive network (CEN) in 111 individuals, aged 11-60 years, at high and low familial risk for depression. Study participants were part of a three-generation longitudinal, cohort study of familial depression. Based on rs-fcMRI, individuals at high vs low familial risk for depression showed increased DMN connectivity, as well as decreased DMN-CEN-negative connectivity. These findings remained significant after excluding individuals with a current or lifetime history of depression. Diffusion MRI measures based on tractography supported the findings of decreased DMN-CEN-negative connectivity. Path analyses indicated that decreased DMN-CEN-negative connectivity mediated a relationship between familial risk and a neuropsychological measure of impulsivity. Our findings suggest that DMN and DMN-CEN connectivity differ in those at high vs low risk for depression and thus suggest potential biomarkers for identifying individuals at risk for developing MDD.