Our understanding of major depressive disorder (MDD) has focused on the influence of genetic variation and environmental risk factors. Growing evidence suggests the additional role of epigenetic mechanisms influencing susceptibility for complex traits. DNA sequence within discordant monozygotic twin (MZT) pairs is virtually identical; thus, they represent a powerful design for studying the contribution of epigenetic factors to disease liability. The aim of this study was to investigate whether specific methylation profiles in white blood cells could contribute to the aetiology of MDD. Participants were drawn from the Queensland Twin Registry and comprised 12 MZT pairs discordant for MDD and 12 MZT pairs concordant for no MDD and low neuroticism. Bisulphite treatment and genome-wide interrogation of differentially methylated CpG sites using the Illumina Human Methylation 450 BeadChip were performed in WBC-derived DNA. No overall difference in mean global methylation between cases and their unaffected co-twins was found; however, the differences in females was significant (P=0.005). The difference in variance across all probes between affected and unaffected twins was highly significant (P<2.2×10-16), with 52.4% of probes having higher variance in cases (binomial P-value<2. 2×10-16). No significant differences in methylation were observed between discordant MZT pairs and their matched concordant MZT (permutation minimum P=0.11) at any individual probe. Larger samples are likely to be needed to identify true associations between methylation differences at specific CpG sites.