Late and early stressful factors have widely been recognized to play a role in the aetiology of depression. Recent research indicates that such adverse environmental stimuli may alter gene expression in humans via epigenetic modifications. While epigenetic changes such as DNA methylation are likely involved in these processes, it is still unknown what specific genomic loci may be hyper- or hypo-methylated in depression. The association between depressive symptoms during the last 30 days (Brief Symptom Inventory [BSI]) and peripheral-blood DNA methylation levels at genomic loci previously reported as epigenetically altered in saliva and brain of depressive patients was evaluated in a community sample of 34 adult Caucasian MZ twins (17 pairs). Intrapair DNA methylation differences in an intron of DEPDC7 (chr11:33040743) were associated with intrapair differences in current depressive symptoms. Accordingly, a site-specific 10% DNA hypomethylation in a co-twin would correlate with a current depressive symptom score around 3.1 BSI points above the score of his/her less-depressed co-twin. These findings indicate that DEPDC7 hypomethylation in peripheral blood DNA may be associated with recent depressive symptomatology, in line with previous results.