Major depressive disorder (MDD) is the leading cause of disability worldwide and is associated with high rates of suicide and medical comorbidities. Current antidepressant medications are suboptimal, as most MDD patients fail to achieve complete remission from symptoms. At present, clinicians are unable to predict which antidepressant is most effective for a particular patient, exposing patients to multiple medication trials and side effects. Since MDD’s etiology includes interactions between genes and environment, the epigenome is of interest for predictive utility and treatment monitoring. Epigenetic mechanisms of antidepressant medications are incompletely understood. Differences in epigenetic profiles may impact treatment response. A systematic literature search yielded 24 studies reporting the interaction between antidepressants and eight genes (BDNF, MAOA, SLC6A2, SLC6A4, HTR1A, HTR1B, IL6, IL11) and whole genome methylation. Methylation of certain sites within BDNF, SLC6A4, HTR1A, HTR1B, IL11, and the whole genome was predictive of antidepressant response. Comparing DNA methylation in patients during depressive episodes, during treatment, in remission, and after antidepressant cessation would help clarify the influence of antidepressant medications on DNA methylation. Individuals’ unique methylation profiles may be used clinically for personalization of antidepressant choice in the future.