Adverse life events, especially early in life, have consistently been shown to strongly increase risk for psychiatric disorders like mood and anxiety disorders as well as psychoses. Both prenatal and postnatal stressors have been shown to have a long-lasting impact on adult psychopathology, and the type and timing of the stressors are important moderators of response severity. This is consistent with literature showing that during early development both prenatally and postnatally, the brain responds strongly to environmental cues while undergoing extensive dynamic changes. This review will highlight early life adversity and gene × early life adversity interactions that can have long-lasting effects on mental health. A main focus will be the role of epigenetics, especially DNA methylation, in mediating these lasting effects on the organism.