Background Dysfunctional beliefs about the self are common in the development of depressive symptoms, but it remains unclear how depressed patients respond to unfair treatment, both dispositionally and neurally. The present research is an attempt to explore the differences in sensitivity to injustice as a victim and its neural correlates in patients with major depressive disorder (MDD) versus healthy controls. Methods First episodic, drug-naive patients with MDD (n= 30) and a control group (n= 30) were recruited to compare their differences in victim sensitivity. A second group of patients with MDD (n= 23) and their controls (n= 28) were recruited to replicate the findings and completed resting-state functional magnetic resonance imaging (fMRI) scanning. Spontaneous brain activity measured by fractional amplitude of low-frequency fluctuation (fALFF) was used to characterize the neural correlates of victim sensitivity both in patients and in healthy controls. Results Higher victim sensitivity was consistently found in patients with MDD than healthy controls in both datasets. Multiple regression analysis on the fALFF showed a significant interaction effect between diagnosis and victim sensitivity in the right dorsolateral prefrontal cortex (DLPFC). Conclusions The patients with MDD show higher sensitivity to injustice as a victim, which may be independent of their disease course. The MDD patients differ from healthy controls in the neural correlates of victim sensitivity. These findings shed light on the linkage between cognitive control subserved by the DLPFC and negative bias towards the self implicated by higher victim sensitivity among the depressed patients.