The aim of the present study was to explore the changes in some functional connectivity in the resting-state electroencephalogram (EEG) based functional brain network of depressed college students, and to understand the brain regions involved in the onset of depression and the electrophysiological activity of subcortical nerve cells, hoping to provide additional information for the diagnosis of depression. Twenty female college students with depressive symptoms were selected according to the Beck Depression Inventory-II (BDI-II) and the Self-rating Depression Scale (SDS). The EEG information of 20 female college students under resting-state was collected by using a 32-conduction EEG acquisition system (Neuroscan). Then Pearson correlation analysis, coherence analysis, phase locking value analysis, phase lag index analysis and weighted phase lag index analysis were used to construct the resting-state brain functional network. The results showed that, compared with the normal group, the depression group exhibited significantly increased correlation in θ and β bands of EEG (P < 0.05), and extremely significantly increased in α band (P < 0.01). Among them, the coherence in α and β bands was significantly increased (P < 0.05), mainly concentrated in the left hemisphere frontal lobe and temporal lobe region. The phase locking value in θ, α and β bands was significantly increased (P < 0.05), mainly concentrated in the prefrontal region and the left hemisphere from the frontal region to the temporal region, and the connectivity in α band was the most obvious. Correlation analysis showed a significant positive correlation between indicators of differential functional connectivity (coherence and phase locking value) and BDI-II scores in the depression group, and the receiver operating characteristics (ROC) curve indicated a high specificity of 85% for the differential indicators. These results suggest that the abnormal brain function of the depressed college students is related to the change of functional connectivity in the left hemisphere, especially α frequency band in the frontal region, which is of great significance for the diagnosis of depression in the future.