To date, there are no biomarkers for major depressive disorder (MDD) treatment response in clinical use. Such biomarkers could allow for individualized treatment selection, reducing time spent on ineffective treatments and the burden of MDD. In search of such a biomarker, multisite pretreatment and early-treatment (1 week into treatment) structural magnetic resonance (MR) images were acquired from 184 patients with MDD randomized to an 8-week trial of the selective serotonin reuptake inhibitor (SSRI) sertraline or placebo. This study represents a large, multisite, placebo-controlled effort to examine the association between pretreatment differences or early-treatment changes in cortical thickness and treatment-specific outcomes. For standardization, a novel, robust site harmonization procedure was applied to structural measures in a priori regions (rostral and caudal anterior cingulate, lateral orbitofrontal, rostral middle frontal, and hippocampus), chosen based on previously published reports. Pretreatment cortical thickness or volume did not significantly associate with SSRI response. Thickening of the rostral anterior cingulate cortex in the first week of treatment was associated with better 8-week responses to SSRI (p = 0.010). These findings indicate that frontal lobe structural alterations in the first week of treatment may be associated with long-term treatment efficacy. While these associational findings may help to elucidate the specific neural targets of SSRIs, the predictive accuracy of pretreatment or early-treatment structural alterations in classifying treatment remitters from nonremitters was limited to 63.9%. Therefore, in this large sample of adults with MDD, structural MR imaging measures were not found to be clinically translatable biomarkers of treatment response to SSRI or placebo.