With advances in neuroimaging and genetics, imaging genetics is a naturally emerging field that combines genetic and neuroimaging data with behavioral or cognitive outcomes to examine genetic influence on altered brain functions associated with behavioral or cognitive variation. We propose a statistical approach, termed imaging genetics generalized structured component analysis (IG-GSCA), which allows researchers to investigate such gene-brain-behavior/cognitive associations, taking into account well-documented biological characteristics (e.g., genetic pathways, gene-environment interactions, etc.) and methodological complexities (e.g., multicollinearity) in imaging genetic studies. We begin by describing the conceptual and technical underpinnings of IG-GSCA. We then apply the approach for investigating how nine depression-related genes and their interactions with an environmental variable (experience of potentially traumatic events) influence the thickness variations of 53 brain regions, which in turn affect depression severity in a sample of Korean participants. Our analysis shows that a dopamine receptor gene and an interaction between a serotonin transporter gene and the environment variable have statistically significant effects on a few brain regions' variations that have statistically significant negative impacts on depression severity. These relationships are largely supported by previous studies. We also conduct a simulation study to safeguard whether IG-GSCA can recover parameters as expected in a similar situation.