Studies conducted in psychotic disorders have shown that DNA-methylation (DNAm) is sensitive to the impact of Childhood Adversity (CA). However, whether it mediates the association between CA and psychosis is yet to be explored. Epigenome wide association studies (EWAS) using the Illumina Infinium-Methylation EPIC array in peripheral blood tissue from 366 First-episode of psychosis and 517 healthy controls was performed. Adversity scores were created for abuse, neglect and composite adversity with the Childhood Trauma Questionnaire (CTQ). Regressions examining (I) CTQ scores with psychosis; (II) with DNAm EWAS level and (III) between DNAm and caseness, adjusted for a variety of confounders were conducted. Divide-Aggregate Composite-null Test for the composite null-hypothesis of no mediation effect was conducted. Enrichment analyses were conducted with missMethyl package and the KEGG database. Our results show that CA was associated with psychosis (Composite: OR = 1.68; p = <0.001; abuse: OR = 2.16; p < 0.001; neglect: OR = 2.27; p = <0.001). None of the CpG sites significantly mediated the adversity-psychosis association after Bonferroni correction (p < 8.1 × 10−8). However, 28, 34 and 29 differentially methylated probes associated with 21, 27, 20 genes passed a less stringent discovery threshold (p < 5 × 10−5) for composite, abuse and neglect respectively, with a lack of overlap between abuse and neglect. These included genes previously associated to psychosis in EWAS studies, such as PANK1, SPEG TBKBP1, TSNARE1 or H2R. Downstream gene ontology analyses did not reveal any biological pathways that survived false discovery rate correction. Although at a non-significant level, DNAm changes in genes previously associated with schizophrenia in EWAS studies may mediate the CA-psychosis association. These results and associated involved processes such as mitochondrial or histaminergic disfunction, immunity or neural signalling requires replication in well powered samples. The lack of overlap between mediating genes associated with abuse and neglect suggests differential biological trajectories linking CA subtypes and psychosis.