Depressive symptoms are common in multiple psychiatric disorders and are frequent sequelae of trauma. A dimensional conceptualization of depression suggests that symptoms should be associated with a continuum of deficits in specific neural circuits. However, most prior investigations of abnormalities in functional connectivity have typically focused on a single diagnostic category using hypothesis-driven seed-based analyses. Here, using a sample of 105 adult female participants from three diagnostic groups (healthy controls, n=17; major depression, n=38; and post-traumatic stress disorder, n=50), we examine the dimensional relationship between resting-state functional dysconnectivity and severity of depressive symptoms across diagnostic categories using a data-driven analysis (multivariate distance-based matrix regression). This connectome-wide analysis identified foci of dysconnectivity associated with depression severity in the bilateral amygdala. Follow-up seed analyses using subject-specific amygdala segmentations revealed that depression severity was associated with amygdalo-frontal hypo-connectivity in a network of regions including bilateral dorsolateral prefrontal cortex, anterior cingulate and anterior insula. In contrast, anxiety was associated with elevated connectivity between the amygdala and the ventromedial prefrontal cortex. Taken together, these results emphasize the centrality of the amygdala in the pathophysiology of depressive symptoms, and suggest that dissociable patterns of amygdalo-frontal dysconnectivity are a critical neurobiological feature across clinical diagnostic categories.