Depression is one of the most common mental disorders. Its etiology has not been fully clarified. Existing research shows that the interaction between heredity and environment plays an important role in the pathogenesis of depression. In recent years， epigenetics has been found to be closely related to the occurrence and development of depression. This article reviews the epigenetic relationship between DNA methylation， 5-hydroxymethylcytosine and depression， in order to provide new evidence and direction for the etiology and treatment of depression more comprehensively.