Despite the well-documented efficacy of antidepressant agents for the treatment of major depressive disorder (MDD), initial treatment non-response rates are high. Recent years have seen an increase in research into predictive biomarkers towards improving diagnosis and individualized treatment. Among those, epigenetic mechanisms such as DNA methylation constitute promising candidate markers in predicting antidepressant treatment response in MDD. The present study sought to address epigenome-wide DNA methylation as a predictor of antidepressant treatment response in the so far largest sample of patients with MDD. Epigenome-wide DNA methylation was analyzed using the Infinium MethylationEPIC BeadChip in peripheral blood of N=230 Caucasian patients with MDD receiving six-week antidepressant treatment in a naturalistic in-patient setting as well as in a subsample of N=107 patients primarily receiving continuous treatment with SSRIs or SNRIs. Treatment response was assessed by means of the Hamilton Depression Scale (HAM-D). No genome-wide significant hits were observed. Suggestive (p<1E-5) epigenome-wide evidence was discerned for altered DNA methylation at six CpG sites (LOC102724467, LOC100506023, RSPO2, SAG, IL16, PRKCI) to predict response to naturalistic antidepressant treatment. In patients treated with SSRIs or SNRIs, differential DNA methylation at 11 CpGs, e.g. mapping to the TIMP2, VDAC1 or SORL1 genes, was suggestively associated with treatment response. The present results provide preliminary evidence for altered DNA methylation patterns to be associated with antidepressant treatment response in MDD. Provided significant replication in independent and larger samples, the present findings might in the future aid in clinical decision making towards more individualized and thus more efficacious treatments of MDD.