Major depression is a complex disorder with no single, direct causal mechanism. Morbidity has been linked to genetic processes, developmental history, and unique environmental exposures. Epigenetic mechanisms, especially DNA methylation, are also likely important factors in the pathogenesis of major depressive disorder (MDD). A community-based twin sample has many advantages for epigenetic studies, given the shared genetic and developmental histories of same-sex twin pairs. This article describes the rationale and study design for the Mood and Methylation Study in which 133 twin pairs (101 monozygotic and 32 dizygotic), both discordant and concordant for lifetime history of MDD, were evaluated on a large number of variables related to MDD. The twins also provided blood samples for an epigenome-wide association study of differentially methylated regions (DMR) relevant to MDD. Although MDD is typically considered a disorder of the central nervous system, it is unfeasible to obtain a large sample of brain tissues. However, epigenetic variation is not limited to the affected tissue but can also be detected in peripheral blood leukocytes. Thus, this study focused on monocytes for the major analyses. Additional plans for the study include gene expression analysis from the same set of twins using RNA-seq and validation of significant DMRs in postmortem brain tissues from a separate sample. Moreover, sufficient samples have been collected to perform future ‘multi-omic’ analyses, including metabolome, microbiome, and transcriptome. Our long-term goal is to understand how epigenomic and other ‘omic’ factors can be manipulated for diagnostic, preventive, and therapeutic purposes for MDD and its related conditions.