Depression is a prevalent and complex psychiatric syndrome. Epigenetic mechanisms bridge the genetic and environmental factors that contribute to the pathophysiology of depression. A surge of research over the last decade has identified changes in DNA methylation, histone modifications, histone organization, and noncoding RNAs associated with depression and stress-induced depression-like behavior in animal models. We focus here on associations of epigenetic factors concurrent with depression and depression-like behavior, although risk for depression and some of the associated epigenetic changes are known to have developmental origins. Finally, emerging technology may enable breakthroughs in the ability to rescue depression-associated epigenetic modifications at specific genes, greatly enhancing specificity of future potential therapeutic treatments.