Depression is one of the most common psychiatric disorders affecting public health. Studies over the past years suggest that the methylations of some specific genes such as BDNF, SLC6A4, and NR3C1 play an important role in the development of depression. Recently, epigenetic evidences suggest that the expression levels of DNA methyltransferases differ in several brain areas including the prefrontal cortex, hippocampus, amygdala, and nucleus accumbens in depression patients and animal models, but the potential link between the expression levels of DNA methylatransferases and the methylations of specific genes needs further investigation to clarify the pathogenesis of depression.