Early-life stress (ELS) is known to be associated with an increased risk of neuropsychiatric and cardiometabolic disease in later life. One of the potential mechanisms underpinning this is through effects on the epigenome, particularly changes in DNA methylation. Using a well-phenotyped cohort of 83 men from the Helsinki Birth Cohort Study, who experienced ELS in the form of separation from their parents during childhood, and a group of 83 matched controls, we performed a genome-wide analysis of DNA methylation in peripheral blood. We found no differences in DNA methylation between men who were separated from their families and non-separated men; however, we did identify differences in DNA methylation in association with the development of at least mild depressive symptoms over the subsequent 5-10 years. Notably, hypomethylation was identified at a number of genes with roles in brain development and/or function in association with depressive symptoms. Pathway analysis revealed an enrichment of DNA methylation changes in pathways associated with development and morphogenesis, DNA and transcription factor binding and programmed cell death. Our results support the concept that DNA methylation differences may be important in the pathogenesis of psychiatric disease.