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Brain-derived neurotrophic factor (BDNF) has previously been associated with the pathogenesis of both emotionally unstable personality disorder (EUPD) and suicidal behavior. No study has yet investigated BDNF-associated epigenetic alterations in a group of severely impaired EUPD and suicidal patients. The discovery cohort consisted of 97 women with emotionally unstable personality disorder (EUPD) with at least two serious suicide attempts (SAs) and 32 healthy female controls. The genome-wide methylation pattern was measured by the Illumina EPIC BeadChip and analyzed by robust linear regression models to investigate mean BDNF methylation levels in a targeted analysis conditioned upon severity of suicide attempt. The validation cohort encompassed 60 female suicide attempters, stratified into low- (n = 45) and high-risk groups (n = 15) based on degree of intent-to-die and lethality of SA method, and occurrence of death-by-suicide at follow-up. Mean BDNF methylation levels exhibited increased methylation in relation to EUPD (p = 0.0159, percentage mean group difference ~3.8%). Similarly, this locus was confirmed as higher-methylated in an independent cohort of females with severe suicidal behavior (p = 0.0300). Results were independent of age and BMI. This is the first study to reveal emerging evidence of epigenetic dysregulation of BDNF with dependence on features known to confer increased risk of suicide deaths (lethality of suicide-attempt method and presence of EUPD diagnosis with history of recent SAs). Further studies investigating epigenetic and genetic effects of BDNF on severe suicidal behavior and EUPD are needed to further elucidate the role of epigenetic regulatory mechanisms and neurotrophic factors in relation to suicide and EUPD, and hold potential to result in novel treatment methods.