Building upon various lines of research, we posited that methylation of the oxytocin receptor gene (OXTR) would mediate the effect of adult adversity on increased commitment to negative schemas and in turn the development of depression. We tested our model using structural equation modeling and longitudinal data from a sample of 100 middle-aged, African American women. The results provided strong support for the model. Analysis of the 12 CpG sites available for the promoter region of the OXTR gene identified four factors. One of these factors was related to the study variables, whereas the others were not. This factor mediated the effect of adult adversity on schemas relating to pessimism and distrust, and these schemas, in turn, mediated the impact of OXTR methylation on depression. All indirect effects were statistically significant, and they remained significant after controlling for childhood trauma, age, romantic relationship status, individual differences in cell types, and average level of genome-wide methylation. These finding suggest that epigenetic regulation of the oxytocin system may be a mechanism whereby the negative cognitions central to depression become biologically embedded.