Structural and functional brain alterations are found in adults with depression. It is not known whether these changes are a result of illness or exist prior to disorder onset. Asymptomatic offspring of parents with depression offer a unique opportunity to research neural markers of familial risk to depression and clarify the temporal sequence between brain changes and disorder onset. We conducted a systematic review to investigate whether asymptomatic offspring at high familial risk have structural and functional brain changes like those reported in adults with depression. Our literature search resulted in 44 studies on 18,645 offspring ranging from 4 weeks to 25 years old. Reduced cortical thickness and white matter integrity, and altered striatal reward processing were the most consistent findings in high-risk offspring across ages. These alterations are also present in adults with depression, suggesting the existence of neural markers of familial risk for depression. Additional studies reproducing current results, streamlining fMRI data analyses, and investigating underexplored topics (i.e intracortical myelin, gyrification, subcortical shape) may be among the next steps required to improve our understanding of neural markers indexing the vulnerability to depression.