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Depression in older adults has been associated with negative health outcomes, such as dementia. Previous research has demonstrated that green and blue spaces, defined as areas of vegetation or bodies of water respectively, are beneficial to mental health, although the biological mechanisms are poorly understood. One of the mechanisms proposed is DNA methylation (DNAm). DNAm is an epigenetic process that alters gene expression. Changes in methylation have been observed in those with depression, and associated with green space exposure, while blue spaces have been shown to reduce the risk of depression. Using a mechanistic review approach, we investigated the relationships of green space and depression with DNAm with the aim of identifying potential overlapping mechanisms. In the environmental search, keywords such as 'green space' and 'DNAm' were combined. In the mental health search, keywords such as 'DNAm' and 'depression' were combined. From a total of 45 695 papers returned, four studies on green space, and five studies on depression met the eligibility criteria for this review. All included studies reported significant or suggestively significant methylation sites. No overlapping CpG sites were identified when comparing methylation changes found in response to green space and depression. Changes in the RGS12 gene were associated with both depression and green space exposure. DNAm is a biological mechanism that may contribute to the impact of exposure to green space; further research is warranted to better understand DNAm as a mechanistic pathway between green space and depression.