A significant proportion of the global burden of disease can be attributed to mental illness. Despite important advances in identifying risk factors for mental health conditions, the biological processing underlying causal pathways to disease onset remain poorly understood. This represents a limitation to implement effective prevention and the development of novel pharmacological treatments. Epigenetic mechanisms have emerged as mediators of environmental and genetic risk factors which might play a role in disease onset, including childhood adversity (CA) and cannabis use (CU). Particularly, human research exploring DNA methylation has provided new and promising insights into the role of biological pathways implicated in the aetio-pathogenesis of psychiatric conditions, including: monoaminergic (Serotonin and Dopamine), GABAergic, glutamatergic, neurogenesis, inflammatory and immune response and oxidative stress. While these epigenetic changes have been often studied as disease-specific, similarly to the investigation of environmental risk factors, they are often transdiagnostic. Therefore, we aim to review the existing literature on DNA methylation from human studies of psychiatric diseases (i) to identify epigenetic modifications mapping onto biological pathways either transdiagnostically or specifically related to psychiatric diseases such as Eating Disorders, Post-traumatic Stress Disorder, Bipolar and Psychotic Disorder, Depression, Autism Spectrum Disorder and Anxiety Disorder, and (ii) to investigate a convergence between some of these epigenetic modifications and the exposure to known risk factors for psychiatric disorders such as CA and CU, as well as to other epigenetic confounders in psychiatry research.