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Depression is a multifactorial disorder representing a significant public health burden. Previous studies have linked multiple single nucleotide polymorphisms with depressive phenotypes and suicidal behavior. MAD1L1 is a mitosis metaphase checkpoint protein that has been linked to depression in GWAS. Using a longitudinal EWAS approach in an adolescent cohort at two time points (n = 216 and n = 154), we identified differentially methylated sites that were associated with depression-related genetic variants in MAD1L1. Three methylation loci (cg02825527, cg18302629, and cg19624444) were consistently hypomethylated in the minor allele carriers, being cross-dependent on several SNPs. We further investigated whether DNA methylation at these CpGs is associated with depressive psychiatric phenotypes in independent cohorts. The first site (cg02825527) was hypomethylated in blood (exp(β) = 84.521, p value ~ 0.003) in participants with severe suicide attempts (n = 88). The same locus showed increased methylation in glial cells (exp(β) = 0.041, p value ~ 0.004) in the validation cohort, involving 29 depressed patients and 29 controls, and showed a trend for association with suicide (n = 40, p value ~ 0.089) and trend for association with depression treatment (n = 377, p value ~ 0.075). The second CpG (cg18302629) was significantly hypomethylated in depressed participants (exp(β) = 56.374, p value ~ 0.023) in glial cells, but did not show associations in the discovery cohorts. The last methylation site (cg19624444) was hypomethylated in the whole blood of severe suicide attempters; however, this association was at the borderline for statistical significance (p value ~ 0.061). This locus, however, showed a strong association with depression treatment in the validation cohort (exp(β) = 2.237, p value ~ 0.003) with 377 participants. The direction of associations between psychiatric phenotypes appeared to be different in the whole blood in comparison with brain samples for cg02825527 and cg19624444. The association analysis between methylation at cg18302629 and cg19624444 and MAD1L1 transcript levels in CD14+ cells shows a potential link between methylation at these CpGs and MAD1L1 expression. This study suggests evidence that methylation at MAD1L1 is important for psychiatric health as supported by several independent cohorts.