Downregulation of brain-derived neurotrophic factor (BDNF) gene expression with corresponding increased methylation at specific promoters has been associated with stressful experiences in early life and may explain later adulthood psychopathology. We measured the percentage of methylation at BDNF CpG exons I and IV as well as plasma BDNF protein levels in 115 subjects with borderline personality disorder (BPD) and 52 controls. BPD subjects then underwent a 4-week course of intensive dialectical behavior therapy (I-DBT). BDNF methylation status and protein levels were re-assessed at the end of treatment. BPD subjects had significantly higher methylation status in both CpG regions than controls. In addition, the higher the number of childhood trauma, the higher was the methylation status. In BPD subjects, BDNF methylation significantly increased after I-DBT. Nonresponders accounted for the majority of this increase, whereas responders showed a decrease in methylation status over time. Accordingly, the changes in methylation status over time were significantly associated with changes in depression scores, hopelessness scores and impulsivity. No association was found between protein levels and BDNF methylation status. We here found a relationship between child maltreatment and higher DNA methylation of BDNF. These results moreover support the idea that these epigenetic marks may be changed through psychotherapeutic approaches and that these changes underline changes in cognitive functions.