Suicidal behaviors have become a serious public health concern globally due to the economic and human cost of suicidal behavior to individuals, families, communities, and society. However, the underlying etiology and biological mechanism of suicidal behavior remains poorly understood. We collected different single omic data, including single-cell RNA sequencing (scRNA-seq), bulk mRNA-seq, DNA methylation microarrays from the cortex of Major Depressive Disorder (MDD) in suicide subjects' studies, as well as fluoxetine-treated rats brains. We matched subject IDs that overlapped between the transcriptome dataset and the methylation dataset. The differential expression genes and differentially methylated regions were calculated with a 2-group comparison analysis. Cross-omics analysis was performed to calculate the correlation between the methylated and transcript levels of differentially methylated CpG sites and mapped transcripts. Additionally, we performed a deconvolution analysis for bulk mRNA-seq and DNA methylation profiling with scRNA-seq as the reference profiles. Difference in cell type proportions among 7 cell types. Meanwhile, our analysis of single-cell sequence from the antidepressant-treated rats found that drug-specific differential expression genes were enriched into biological pathways, including ion channels and glutamatergic receptors. This study identified some important dysregulated genes influenced by DNA methylation in 2 brain regions of depression and suicide patients. Interestingly, we found that oligodendrocyte precursor cells (OPCs) have the most contributors for cell-type proportions related to differential expression genes and methylated sites in suicidal behavior.