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Major problems of current antidepressant pharmacotherapy are insufficient response rates and difficulties in response prediction. We recently provided preliminary evidence in a small study that patients with major depressive disorder (MDD) with a hypomethylation of the CpG-87 site of the promoter IV region of the brain-derived neurotrophic factor (BDNF) gene are less likely to benefit from antidepressants. Here, we aimed at replicating this finding in a secondary analysis of 561 MDD patients (mean age 40.0 ± 11.9 years, 56% female) included into the Early Medication Change study (EMC). We measured BDNF exon IV promoter and p11 gene methylation at Baseline (BL) as well as BDNF-plasma-levels (pBDNF) at BL and day 14 and related them to treatment outcome. Although we were not able to replicate the predictor function of hypomethylation of the BDNF exon IV promoter, a subgroup of patients with severe depression (Hamilton Depression Rating Scale [HAMD-17] ≥ 25) (n = 199) and hypermethylation at CpG-87 of the BDNF exon IV promoter had significantly higher remission rates than patients without a methylation (p = 0.032). We also found that 421 (75%) of 561 patients showed an early improvement (≥ 20% HAMD-17 reduction after 2 weeks), which was associated with a 4.24-fold increased likelihood to remit at study end compared to the 140 patients without early improvement. However, specificity of response prediction of early improvement was low (34%) and false positive rate high (66%). The combination of early improvement with a pBDNF increase between BL and day 14, however, increased the specificity of response prediction from 34 to 76%, and the combination with methylation of the CpG-87 site of the BDNF exon IV promoter from 34 to 62%. Thus, the combined markers reduced false positives rates from 66 to 24% and 38%, respectively. Methylation at other sites or p11 promoter methylation failed to increase specificity of early improvement prediction. In sum, the results add to previous findings that BDNF, BDNF promoter methylation and the combination of clinical and biological markers may be interesting candidates for therapy response prediction which has to be confirmed in further studies.Clinical Trial Registration: https://clinicaltrials.gov/ct2/show/NCT00974155, identifier: NCT00974155