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Background: Previous studies have found electroacupuncture could improve the clinical symptoms of first-episode major depressive disorder (MDD), but the exact neural mechanism of action needs to be further elucidated. Methods: Twenty-eight first-episode MDD patients were randomly divided into 14 electro-acupuncture stimulation (EAS) groups and 14 sham-acupuncture stimulation (SAS) groups, and clinical symptoms were assessed and functional magnetic resonance imaging (fMRI) scans were done in both groups. Amplitude of low-frequency fluctuations (ALFF) was used to observe the changes between the pre-treatment and post-treatment in the two groups, and the altered brain areas were selected as region of interest (ROI) to observe the FC changes. Meanwhile, the correlation between the altered clinical symptoms and the altered ALFF and FC of brain regions in the two groups was analyzed. Results: The EAS significantly decreased the HAMD-24 and HAMA-14 scores of MDD than SAS group. The imaging results revealed that both groups were able to increase the ALFF of the left middle temporal gyrus and the left cerebellar posterior lobe. When using the left middle temporal gyrus and the left posterior cerebellar lobe as ROIs, EAS group increased the FC between the left middle temporal gyrus with the left superior frontal gyrus, the left middle frontal gyrus, and the left hippocampus, and decreased the FC between the left posterior cerebellar lobe and the left calcarine gyrus, while SAS group only increased the FC between the left middle temporal gyrus with the left superior frontal gyrus. The alternations in clinical symptoms after EAS treatment were positively correlated with the altered ALFF values in the left middle temporal gyrus and the altered FC values in the left middle temporal gyrus and the left middle frontal gyrus. Conclusion: EA demonstrates modulation of functional activity in the default mode network (DMN), sensorimotor network (SMN), cognitive control network (CCN), limbic system, and visual network (VN) for the treatment of the first-episode MDD. Our findings contribute to the neuroimaging evidence for the efficacy of EAS.