Through EWAS analyses adjusted for sex, age, flow-cytometry based blood cell composition, and twin relatedness structure in the data we identified depression symptomatology score to be associated with blood DNA methylation levels in promoter regions of neuropsin (KLK8, p-value = 4.7 × 10−7) and DAZ associated protein 2 (DAZAP2, p-value = 3.13 × 10−8) genes. This evidence concerns the gene DAZAP2 and major depressive disorder.