Physical trauma is often associated with psychological trauma and is a risk factor for the development of major depressive disorder (MDD). We derived a traumatic physical injury phenotype in the Generation Scotland cohort and showed that it was significantly associated with a diagnosis of recurrent major depression and measures of related symptoms, particularly disorganised thought. Blood-based methylome-wide analyses of traumatic injury were performed in groups of individuals with or without diagnoses of MDD. Nominally significant differences in DNA methylation were identified at 40,003 CpG sites in the effect size of the association of DNA methylation in individuals with and without MDD. Individuals with recurrent MDD showed a significant higher levels of DNA methylation at CpG sites associated with the first exon and lower levels associated with exon boundaries. This may suggest alterations in gene expression and splicing in individuals with recurrent MDD compared to controls. Analyses at the level of CpG site, genes and gene ontologies implicated dysregulation in neuronal development, e.g.MATN2andZEB2, and processes related to synaptic plasticity, including dendrite development, excitatory synapse and GABAergic signalling. Analyses of brain-expression patterns highlight the limbic lobe and supraoptic nuclei, brain regions associated with fear memory encoding. The results suggest that traumatic injury is associated with patterns of DNA methylation but that the direction of these associations differ in individuals with MDD compared to controls, highlighting the need for novel analysis approaches.