Recent human and animal studies suggest that epigenetic mechanisms mediate the impact of environment on development of mental disorders. Therefore, we hypothesized that polymorphisms in epigenetic-regulatory genes impact stress-induced emotional changes. A multi-step, multi-sample gene-environment interaction analysis was conducted to test whether 31 single nucleotide polymorphisms (SNPs) in epigenetic-regulatory genes, i.e. three DNA methyltransferase genes DNMT1, DNMT3A, DNMT3B, and methylenetetrahydrofolate reductase (MTHFR), moderate emotional responses to stressful and pleasant stimuli in daily life as measured by Experience Sampling Methodology (ESM). In the first step, main and interactive effects were tested in a sample of 112 healthy individuals. Significant associations in this discovery sample were then investigated in a population-based sample of 434 individuals for replication. SNPs showing significant effects in both the discovery and replication samples were subsequently tested in three other samples of: (i) 85 unaffected siblings of patients with psychosis, (ii) 110 patients with psychotic disorders, and iii) 126 patients with a history of major depressive disorder. Multilevel linear regression analyses showed no significant association between SNPs and negative affect or positive affect. No SNPs moderated the effect of pleasant stimuli on positive affect. Three SNPs of DNMT3A (rs11683424, rs1465764, rs1465825) and 1 SNP of MTHFR (rs1801131) moderated the effect of stressful events on negative affect. Only rs11683424 of DNMT3A showed consistent directions of effect in the majority of the 5 samples. These data provide the first evidence that emotional responses to daily life stressors may be moderated by genetic variation in the genes involved in the epigenetic machinery.