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Backgrounds: Suicidal ideation (SI) is one of the most serious consequences of major depressive disorder (MDD). Understanding the unique mechanism of MDD with SI (MDD + S) is crucial for treatment development. While abundant research has studied MDD, past studies have not reached a consensus on the mechanism of MDD + S. The study aimed to investigate the abnormalities of the gray matter volumes (GMVs) and plasma IL-6 level in MDD + S to further reveal the mechanism of MDD + S. Methods: We tested the plasma IL-6 level using Luminex multifactor assays and collected the Structural Magnetic Resonance Imaging (SMRI) data from 34 healthy controls (HCs), 36 MDD patients without SI (MDD − S) and 34 MDD + S patients. We performed a partial correlation between the GMVs of the brain regions with significant differences and plasma IL-6 level with age, sex, medication, scores of HAMD-17 and HAMA as the covariates. Results: Compared with HCs and MDD − S, MDD + S had significantly decreased GMVs in the left cerebellum Crus I/II and significantly increased plasma IL-6 level; compared with HCs, both the MDD + S and MDD − S had significantly decreased GMVs in right precentral and postcentral gyri. No significant correlation was found between the GMVs and the plasma IL-6 level in the MDD + S and MDD − S, respectively. While the GMVs of the right precentral and postcentral gyri negatively correlated with the level of IL-6 in the whole MDD (r = −0.28, P = 0.03). The GMVs of the left cerebellum Crus I/II (r = −0.47, P = 0.02), and the right precentral and postcentral gyri (r = −0.42, P = 0.04) negatively correlated with the level of IL-6 in HCs. Conclusion: The altered GMVs and the plasma IL-6 level may provide a scientific basis to understand the pathophysiological mechanisms of MDD + S.