Prospective studies suggest that child maltreatment substantially increases the risk for depression in adulthood. However, the mechanisms underlying this association require further elucidation. In recent years, DNA methylation has emerged as a potential mechanism by which maltreatment experiences (a) could partly explain the emergence or aggravation of depressive symptoms (i.e., mediation) and/or (b) could increase (or decrease) the risk for depressive symptoms (i.e., moderation). The present study tested whether the methylation levels of nine candidate genes mediated and/or moderated the association between maltreatment experiences in childhood and depressive symptoms in emerging adulthood. The sample comprised 156 men aged between 18 and 35 years. Maltreatment experiences and depressive symptoms were assessed retrospectively using self-reported questionnaires. Methylation levels of nine candidate genes (COMT, FKBP5, IL6, IL10, MAOA, NR3C1, OXTR, SLC6A3 and SLC6A4), previously reported to be sensitive to early-life stress, were quantified from saliva samples. Maltreatment experiences in childhood were significantly associated with depressive symptoms in emerging adulthood. Both maltreatment experiences and depressive symptoms were associated with the methylation levels of two genomic sites, which cumulatively, but not individually, explained 16% of the association between maltreatment experiences in childhood and depressive symptoms in emerging adulthood. Moreover, maltreatment experiences in childhood interacted with the methylation levels of fourteen genomic sites, which cumulatively, but not individually, modulated the level of depressive symptoms in young male adults who were maltreated as children. However, none of these effects survived multiple testing correction. These findings bring attention to the cumulative effects of DNA methylation measured in several candidate genes on the risk of reporting depressive symptoms following maltreatment experiences in childhood. Nonetheless, future studies need to clarify the robustness of these putative cumulative effects in larger samples and longitudinal cohorts.