In panic disorder (PD), epigenetic mechanisms such as DNA methylation of candidate genes have been suggested to play a key role at the intersection of genetic and environmental factors. On an epigenome-wide level, however, only two studies in PD patients have been published so far, while to date no study has intra-individually analyzed dynamic epigenetic correlates of treatment-response in PD on a DNA methylome level. Here, an epigenome-wide association study (EWAS) was performed in a sample of 57 PD patients and matched healthy controls using the Illumina MethylationEPIC BeadChip, along with a longitudinal approach assessing changes on the DNA methylome level corresponding to clinical effects of a manualized six-week cognitive-behavioral therapy (CBT) in PD. While no epigenome-wide significant hits could be discerned, top suggestive evidence was observed for decreased methylation in PD at cg19917903 in the Cilia and Flagella Associated Protein 46 (CFAP46) gene, and for an increase in methylation after CBT at cg06943668 in the Interleukin 1 Receptor Type 1 (IL1R1) gene in treatment responders to CBT. Additional exploratory analyses based on biological validity and a combined statistical/biological ranking point to further new potential PD risk genes such as the CCL4L1 or GMNN genes, and suggest dynamic methylation of, e.g., the ZFP622 and the SLC43A2 genes along with response to CBT. These EWAS and first longitudinal epigenome-wide pilot data in PD add to the emerging candidate gene-based body of evidence for epigenetic mechanisms to be involved in PD pathogenesis and to possibly constitute dynamic biological correlates of therapeutic interventions.