Abstract The environment and events that we are exposed to in utero, during birth and in early childhood influence our future physical and mental health. The underlying mechanisms that lead to these outcomes are unclear, but long-term changes in epigenetic marks, such as DNA methylation, could act as a mediating factor or biomarker. DNA methylation data were assayed at 713 522 CpG sites from 9537 participants of the Generation Scotland: Scottish Family Health Study, a family-based cohort with extensive genetic, medical, family history and lifestyle information. Methylome-wide association studies of eight early life environment phenotypes and two adult mental health phenotypes (major depressive disorder and brief resilience scale) were conducted using DNA methylation data collected from adult whole blood samples. Two genes involved with different developmental pathways (PRICKLE2, Prickle Planar Cell Polarity Protein 2 and ABI1, Abl-Interactor-1) were annotated to CpG sites associated with preterm birth (P < 1.27 × 10−9). A further two genes important to the development of sensory pathways (SOBP, Sine Oculis Binding Protein Homolog and RPGRIP1, Retinitis Pigmentosa GTPase Regulator Interacting Protein) were annotated to sites associated with low birth weight (P < 4.35 × 10−8). The examination of methylation profile scores and genes and gene-sets annotated from associated CpGs sites found no evidence of overlap between the early life environment and mental health conditions. Birth date was associated with a significant difference in estimated lymphocyte and neutrophil counts. Previous studies have shown that early life environments influence the risk of developing mental health disorders later in life; however, this study found no evidence that this is mediated by stable changes to the methylome detectable in peripheral blood.