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Background: An early onset of depression is associated with higher chronicity and disability, more stressful life events (SLEs), higher negative emotionality as described by the primary emotion SADNESS and more severe depressive symptomatology compared to depression onset later in life. Additionally, methylation of the serotonin transporter gene (SLC6A4) is associated with SLEs and depressive symptoms. Methods: We investigated the relation of SLEs, SLC6A4 methylation in peripheral blood, the primary emotions SADNESS and SEEKING (measured by the Affective Neuroscience Personality Scales) as well as depressive symptom severity to age at depression onset in a sample of N = 146 inpatients suffering from major depression. Results: Depressed women showed higher SADNESS (t (91.05) = − 3.17, p = 0.028, d = − 0.57) and higher SLC6A4 methylation (t (88.79) = − 2.95, p = 0.02, d = − 0.55) compared to men. There were associations between SLEs, primary emotions and depression severity, which partly differed between women and men. The Akaike information criterion (AIC) indicated the selection of a model including sex, SLEs, SEEKING and SADNESS for the prediction of age at depression onset. SLC6A4 methylation was not related to depression severity, age at depression onset or SLEs in the entire group, but positively related to depression severity in women. Conclusions: Taken together, we provide further evidence that age at depression onset is associated with SLEs, personality and depression severity. However, we found no associations between age at onset and SLC6A4 methylation. The joint investigation of variables originating in biology, psychology and psychiatry could make an important contribution to understanding the development of depressive disorders by elucidating potential subtypes of depression. [ABSTRACT FROM AUTHOR]