A growing body of evidence suggests that the link between the cardiac autonomic nervous system (ANS) and the central nervous system (CNS) is crucial to the onset and development of major depressive disorder (MDD), affecting perception, cognition, and emotional processing. The bottom-up heart-brain communication pathway plays a significant role in this process. Previous studies have shown that slow-frequency oscillations of peripheral signals (e.g., respiration, stomach) can influence faster neural activities in the CNS via phase-amplitude coupling (PAC). However, the understanding of heart-brain coupling remains limited. Additionally, while MDD patients exhibit altered brain activity patterns, little is known about how heart rate variability (HRV) affects brain oscillations. Therefore, we used PAC to investigate heart-brain coupling and its association with depression. We recorded MEG and ECG data from 55 MDD patients (35 females) and 52 healthy subjects (28 females) at rest and evaluated heart-brain PAC at a broad-band level. The results showed that the low-frequency component of HRV (HRV-LF) significantly modulated MEG alpha power (10 Hz) in humans. Compared to the healthy group, the MDD group exhibited more extensive heart-brain coupling cortical networks, including the pars triangularis. LF-alpha coupling was observed in the bilateral insula in both groups. Notably, results revealed a significantly increased sympathetic-dominated HRV-LF modulation effect on left insula alpha oscillations, along with increased depressive severity. These findings suggest that MDD patients may attempt to regulate their internal state through enhanced heart-brain modulation, striving to restore normal physiological and psychological balance.