Depression and anxiety are common mental disorders that often occur together. Stress is an important risk factor for both disorders, affecting pathophysiological processes through epigenetic changes that mediate gene–environment interactions. In this study, we explored two proposed models about the dynamic nature of DNA methylation in anxiety and depression: a stable change, in which DNA methylation accumulates over time as a function of the duration of clinical symptoms of anxiety and depression, or a flexible change, in which DNA methylation correlates with the acute severity of clinical symptoms. Symptom severity was assessed using clinical questionnaires for anxiety and depression (BDI-II, IDS-C, and HAM-A), and the current episode and the total lifetime symptom duration was obtained from patients’ medical records. Peripheral blood DNA methylation levels were determined for the BDNF, COMT, and SLC6A4 genes. We found a significant negative correlation between COMT_1 amplicon methylation and acute symptom scores, with BDI-II (R(22) = 0.190, p = 0.033), IDS-C (R(22) = 0.199, p = 0.029), and HAM-A (R(22) = 0.231, p = 0.018) all showing a similar degree of correlation. Our results suggest that DNA methylation follows flexible dynamics, with methylation levels closely associated with acute clinical presentation rather than with the duration of anxiety and depression. These results provide important insights into the dynamic nature of DNA methylation in anxiety and affective disorders and contribute to our understanding of the complex interplay between stress, epigenetics, and individual phenotype.