In the present study, we examined whether DNAm levels at loci within six genes that have been implicated in HPA-axis functioning (i.e., FKBP5, NR3C1, NR3C2, CRH, CRHR1, and CRHR2) prospectively predict the onset of MDD in a sample of 77 girls at low and high familial risk for MDD, who had no past or current MDD diagnosis at baseline. This evidence concerns the gene CRHR2 and major depressive disorder.