The aim of this study, comprising 88 suicide attempters, was to identify hypothalamic-pituitary-adrenal (HPA) -axis coupled CpG-sites showing methylation shifts linked to severity of the suicide attempt. Candidate methylation loci were further investigated as risk loci for a general psychiatric risk score in two cohorts of adolescents (cohort 1 and 2). The genome-wide methylation pattern was measured in whole blood using the Illumina Infinium Methylation EPIC BeadChip. Subjects were stratified into high-risk and low-risk groups based on the severity of the suicidal behavior. We included CpG sites located within 2000 basepairs away from transcriptional start site of the following HPA-axis coupled genes: corticotropin releasing hormone (CRH), corticotropin releasing hormone binding protein (CRHBP), corticotropin releasing hormone receptor 1 (CRHR1), corticotropin releasing hormone receptor 2 (CRHR2), FK506-binding protein 51 (FKBP5) and the glucocorticoid receptor (NR3C1). The methylation state of two corticotropin releasing hormone (CRH)-associated CpG sites were significantly hypomethylated in the high-risk group of suicide attempters (n = 31) (cg19035496 and cg23409074) (p < 0.001). Adolescent cohort 1 and 2 consisted of 129 and 93 subjects, respectively, and were stratified by the in silico generated DAWBA measurements of a general psychiatric risk score into high-risk group (>~50% risk) or controls. In adolescent cohort 2, cg19035496 was hypermethylated in subjects with a high general psychiatric risk score. Our results show epigenetic changes in the CRH gene related to severity of suicide attempt in adults and a general psychiatric risk score in adolescents.