The regulation of the brain-derived neurotrophic factor (BDNF) is important for depression pathophysiology and epigenetic regulation of the BDNF gene may be involved. This study investigated whether BDNF methylation is a marker of depression. One thousand and twenty-four participants were recruited as part of a longitudinal study of psychiatric disorders in general population elderly (age ⩾ 65). Clinical levels of depression were assessed using the Mini International Neuropsychiatric Interview for the diagnosis of major depressive disorder according to the Diagnostic and Statistical Manual of Mental Disorder IV criteria, and the Centre for Epidemiologic Studies Depression Scale (CES-D) for assessment of moderate to severe depressive symptoms. Buccal DNA methylation at the two most widely studied BDNF promoters, I and IV, was investigated using the Sequenom MassARRAY platform that allows high-throughput investigation of methylation at individual CpG sites within defined genomic regions. In multivariate linear regression analyses adjusted for a range of participant characteristics including antidepressant use, depression at baseline, as well as chronic late-life depression over the 12-year follow-up, were associated with overall higher BDNF methylation levels, with two sites showing significant associations (promoter I, Δ mean = 0.4%, P = 0.0002; promoter IV, Δ mean = 5.4%, P = 0.021). Three single-nucleotide polymorphisms (rs6265, rs7103411 and rs908867) were also found to modify the association between depression and promoter I methylation. As one of the largest epigenetic studies of depression, and the first investigating BDNF methylation in buccal tissue, our findings highlight the potential for buccal BDNF methylation to be a biomarker of depression.