Major depressive disorder is a chronic, remitting syndrome involving widely distributed circuits in the brain. Stable alterations in gene expression that contribute to structural and functional changes in multiple brain regions are implicated in the heterogeneity and pathogenesis of the illness. Epigenetic events that alter chromatin structure to regulate programs of gene expression have been associated with depression-related behavior, antidepressant action, and resistance to depression or 'resilience' in animal models, with increasing evidence for similar mechanisms occurring in postmortem brains of depressed humans. In this review, we discuss recent advances in our understanding of epigenetic contributions to depression, in particular the role of histone acetylation and methylation, which are revealing novel mechanistic insight into the syndrome that may aid in the development of novel targets for depression treatment.