Childhood Trauma (CT) mediation of the epigenome and its impact on gene expression profile could provide a mechanism for the gene-environment interaction underling psychosis. We reviewed the evidence concerning epigenetic and gene expression modifications associated with CT in both First-Episode Psychosis (FEP) and healthy subjects. In order to explore the relative role of psychosis itself in determining these modifications, evidence about FEP and epigenetics/gene expression was also summarized. We performed a systematic search on PubMed, last updated in December 2016. Out of 2966 potentially relevant records, only 41 studies were included. CT resulted associated: in FEP subjects, with global DNA hypo-methylation and reduced BDNF gene-expression; in healthy subjects, with hyper-methylation of SLC6A4, NR3C1, KITLG, and OXTR; hypo-methylation of FKBP5, IL-6, and BDNF; increased IL1B, IL8, and PTGS gene expression; and decreased SLC6A4 gene expression. FEP showed global DNA hypo-methylation; increased methylation and reduced gene expression of GCH1; hyper-expression of MPB, NDEL1, AKT1, and DICER1; and hypo-expression of DROSHA, COMT, and DISC1 in comparison with healthy controls.