The prevalence of depression is increasing worldwide, as is the number of people suffering from treatment-resistant depression; these patients constitute 30% of those treated. Unfortunately, there have not been significant advances in the treatment of this disorder in the past few decades. Exposure to cannabis and cannabis-derived compounds impacts depression symptomatology in different ways, with evidence indicating that cannabidiol has antidepressant effects; there have been mixed results with medical cannabis. Even though the exact molecular mechanisms of the action underlying changes in depression symptomatology upon exposure to cannabis and cannabis-derived compounds are still unknown, there is strong evidence that these agents have a widespread impact on epigenetic regulation. We hypothesized that exposure to cannabis or cannabis-derived compounds changes the DNA methylation levels of genes associated with depression. To test this hypothesis, we first performed a literature search to identify genes that are differentially methylated upon exposure to cannabis and cannabis-derived compounds, as reported in methylome-wide association studies. We next checked whether genes residing in loci associated with depression, as identified in the largest currently available genome-wide association study of depression, were reported to be epigenetically regulated by cannabis or cannabis-related compounds. Multiple genes residing in loci associated with depression were found to be epigenetically regulated by exposure to cannabis or cannabis-derived compounds. This epigenomic regulation of depression-associated genes by cannabis or cannabis-derived compounds was reported across diverse organisms, tissues, and developmental stages and occurred in genes crucial for neuronal development, functioning, survival, and synapse functioning, as well as in genes previously implicated in other mental disorders.