Major depressive disorder (MDD) is a debilitating disorder. Suicide attempts are 5-times higher in MDD patients than in the general population. Interestingly, not all MDD patients develop suicidal thoughts or complete suicide. Thus, it is important to study the risk factors that can distinguish suicidality among MDD patients. The present study examined if DNA methylation changes can distinguish suicidal behavior among depressed subjects. Genome-wide DNA methylation was examined in the dorsolateral prefrontal cortex of depressed suicide (MDD+S
n = 15), depressed non-suicide (MDD-S
n = 17), and nonpsychiatric control (C
n = 16) subjects using 850 K Infinium Methylation EPIC BeadChip. The significantly differentially methylated genes were used to determine the functional enrichment of genes for ontological clustering and pathway analysis. Based on the number of CpG content and their relative distribution from specific landmark regions of genes, 32,958 methylation sites were identified across 12,574 genes in C vs. MDD+/-S subjects, 30,852 methylation sites across 12,019 genes in C vs. MDD-S, 41,648 methylation sites across 13,941 genes in C vs. MDD+S, and 49,848 methylation sites across 15,015 genes in MDD-S vs. MDD+S groups. A comparison of methylation sites showed 33,129 unique methylation sites and 5451 genes in the MDD-S group compared to the MDD+S group. Functional analysis suggested oxytocin, GABA, VGFA, TNFA, and mTOR pathways associated with suicide in the MDD group. Altogether, our data show a distinct pattern of DNA methylation, the genomic distribution of differentially methylated sites, gene enrichment, and pathways in MDD suicide compared to non-suicide MDD subjects.