Major Depression is associated with personality factors with strong affective components (neuroticism and extraversion) as well as with the emotion regulation strategies suppression and reappraisal. In addition, studies indicate that patients suffering from depression show altered, usually increased, methylation of the glucocorticoid receptor gene (NR3C1) compared with healthy individuals. The present study investigated the association of personality, particularly neuroticism and extraversion, the emotion regulation strategies suppression and reappraisal and the DNA methylation of NR3C1 with Major Depression. Data from 99 patients diagnosed with Major Depression according to DSM-IV criteria and 99 healthy controls were analyzed. Healthy controls showed lower neuroticism, higher reappraisal as well as higher methylation of NR3C1 than patients suffering from depression – the latter one was found in contrast to previous studies. However, some studies also reported lower methylation in patients suffering from depression compared to healthy controls. The heterogeneous findings could be a consequence of examining different CpG-sites. In healthy controls, neuroticism was negatively correlated with NR3C1 methylation if reappraisal was low and positively correlated with NR3C1 methylation if reappraisal was high. In inpatients, there was neither an association between Neuroticism and NR3C1 methylation nor a moderation of this association as a function of reappraisal. Thus, adaptive emotion regulation strategies could be a resilience factor buffering the impact of negative affectivity on biological alterations of the stress system.