Epigenetics refers to the heritable, but reversible, regulation of various biological functions mediated principally through changes in DNA methylation and chromatin structure derived from histone modification. Recent research indicated that epigenetic mechanisms may play vital role in etiology of major psychosis, such as schizophrenia, bipolar disorder and drug addiction. With brief introduction of epigenetic molecular mechanisms and relevance of epigenetics to human common diseases, this review focuses on epigenetic hypothesis and some supporting evidence which are recently emerged in major depressive disorder (MDD).