In this paper, we propose a novel framework to exploit and utilize the shared information inner RGB-D data for efficient depth map compression. Two main codecs, designed based on the existing end-to-end image compression network, are adopted for RGB image compression and enhanced depth image compression with RGB-to-Depth structure prior, respectively. In particular, we propose a Structure Prior Fusion (SPF) module to extract the structure information from both RGB and depth codecs at multi-scale feature levels and fuse the cross-modal feature to generate more efficient structure priors for depth compression. Extensive experiments show that the proposed framework can achieve competitive rate-distortion performance as well as RGB-D task-specific performance at depth map compression compared with the direct compression scheme.