Several psychiatric disorders have been associated with CpG methylation changes in CG rich promoters of the brain-derived neurotrophic factor (BDNF) mainly by extracting DNA from peripheral blood cells. Whether changes in peripheral DNA methylation can be used as a proxy for brain-specific alterations remains an open question. In this study we aimed to compare DNA methylation levels in BDNF promoter regions in human blood cells, muscle and brain regions using bisulfite-pyrosequencing. We found a significant correlation between the levels of BDNF promoter I methylation measured in quadriceps and vPFC tissues extracted from the same individuals (n = 98, Pearson, r = 0.48, p = 4.5 × 10(-7)). In the hippocampus, BDNF promoter I and IV methylation levels were strongly correlated (Pearson, n = 37, r = 0.74, p = 1.4 × 10(-7)). We found evidence for sex-dependent effect on BDNF promoter methylation levels in the various tissues and blood samples. Taken together, these data indicate a strong intra-individual correlation between peripheral and brain tissue. They also suggest that sex determines methylation patterns in BDNF promoter region across different types of tissue, including muscle, brain, and blood.