Unrecognized depression during adolescence can result in adult suicidal behaviour. The aim of this study was to identify, replicate and characterize DNA methylation (DNAm) shifts in depression aetiology, using a longitudinal, multi-tissue (blood and brain) and multi-layered (genetics, epigenetics, transcriptomics) approach. We measured genome-wide blood DNAm data at baseline and one-year follow-up, and imputed genetic variants, in 59 healthy adolescents comprising the discovery cohort. Depression and suicidal symptoms were determined using the Development and Well-Being Assessment (DAWBA) depression band, Montgomery-Åsberg Depression Rating Scale-Self (MADRS-S) and SUicide Assessment Scale (SUAS). DNAm levels at follow-up were regressed against depression scores, adjusting for sex, age and the DNAm residuals at baseline. Higher methylation levels of 5% and 13% at cg24627299 within the
MET
gene were associated with higher depression scores (p
raw
<1e-4) and susceptibility for suicidal symptoms (p
adj.
<0.005). The nearby rs39748 was discovered to be a methylation and expression quantitative trait locus in blood cells. mRNA levels of hepatocyte growth factor (
HGF
) expression, known to strongly interact with MET, were inversely associated with methylation levels at cg24627299, in an independent cohort of 1180 CD14+ samples. In an open-access dataset of brain tissue, lower methylation at cg24627299 was found in 45 adults diagnosed with major depressive disorder compared with matched controls (p
adj.
<0.05). Furthermore, lower
MET
expression was identified in the hippocampus of depressed individuals compared with controls in a fourth, independent cohort. Our findings reveal methylation changes at
MET
in the pathology of depression, possibly involved in downregulation of HGF/c-MET signalling the hippocampal region.