The onset of psychosis is the consequence of complex interactions between genetic vulnerability to psychosis and response to environmental and/or maturational changes. Epigenetics is hypothesized to mediate the interplay between genes and environment leading to the onset of psychosis. We believe we performed the first longitudinal prospective study of genomic DNA methylation during psychotic transition in help-seeking young individuals referred to a specialized outpatient unit for early detection of psychosis and enrolled in a 1-year follow-up. We used Infinium HumanMethylation450 BeadChip array after bisulfite conversion and analyzed longitudinal variations in methylation at 411 947 cytosine-phosphate-guanine (CpG) sites. Conversion to psychosis was associated with specific methylation changes. Changes in DNA methylation were significantly different between converters and non-converters in two regions: one located in 1q21.1 and a cluster of six CpG located in GSTM5 gene promoter. Methylation data were confirmed by pyrosequencing in the same population. The 100 top CpGs associated with conversion to psychosis were subjected to exploratory analyses regarding the related gene networks and their capacity to distinguish between converters and non-converters. Cluster analysis showed that the top CpG sites correctly distinguished between converters and non-converters. In this first study of methylation during conversion to psychosis, we found that alterations preferentially occurred in gene promoters and pathways relevant for psychosis, including oxidative stress regulation, axon guidance and inflammatory pathways. Although independent replications are warranted to reach definitive conclusions, these results already support that longitudinal variations in DNA methylation may reflect the biological mechanisms that precipitate some prodromal individuals into full-blown psychosis, under the influence of environmental factors and maturational processes at adolescence.