Depression affects 10-15% of pregnant women and has been associated with preterm delivery and later developmental, behavioural and learning disabilities. We tested the hypothesis that maternal depression is associated with DNA methylation alterations in maternal T lymphocytes, neonatal cord blood T lymphocytes and adult offspring hippocampi. Genome-wide DNA methylation of CD3+ T lymphocytes isolated from 38 antepartum maternal and 44 neonatal cord blood samples were analyzed using Illumina Methylation 450 K microarrays. Previously obtained methylation data sets using methylated DNA immunoprecipitation and array-hybridization of 62 postmortem hippocampal samples of adult males were re-analyzed to test associations with history of maternal depression. We found 145 (false discovery rate (FDR) q<0.05) and 2520 (FDR q<0.1) differentially methylated CG-sites in cord blood T lymphocytes of neonates from the maternal depression group as compared with the control group. However, no significant DNA methylation differences were detected in the antepartum maternal T lymphocytes of our preliminary data set. We also detected 294 differentially methylated probes (FDR q<0.1) in hippocampal samples associated with history of maternal depression. We observed a significant overlap (P=0.002) of 33 genes with changes in DNA methylation in T lymphocytes of neonates and brains of adult offspring. Many of these genes are involved in immune system functions. Our results show that DNA methylation changes in offspring associated with maternal depression are detectable at birth in the immune system and persist to adulthood in the brain. This is consistent with the hypothesis that system-wide epigenetic changes are involved in life-long responses to maternal depression in the offspring.