Understanding the regulation of gene activities depending on DNA methylation has been the subject of much recent study. However, although polymorphisms of the HTR2A gene have been associated with both obesity and psychiatric disorders, the role of HTR2A gene methylation in these illnesses remains uncertain. The aim of this study was to evaluate the association of HTR2A gene promoter methylation levels in white blood cells (WBC) with obesity traits and depressive symptoms in individuals with metabolic syndrome (MetS) enrolled in a behavioural weight loss programme. Analyses were based on 41 volunteers (mean age 49 ± 1 year) recruited within the RESMENA study. Depressive symptoms (as determined using the Beck Depression Inventory), anthropometric and biochemical measurements were analysed at the beginning and after six months of weight loss treatment. At baseline, DNA from WBC was isolated and cytosine methylation in the HTR2A gene promoter was quantified by a microarray approach. In the whole-study sample, a positive association of HTR2A gene methylation with waist circumference and insulin levels was detected at baseline. Obesity measures significantly improved after six months of dietary treatment, where a lower mean HTR2A gene methylation at baseline was associated with major reductions in body weight, BMI and fat mass after the treatment. Moreover, mean HTR2A gene methylation at baseline significantly predicted the decrease in depressive symptoms after the weight loss treatment. In conclusion, this study provides newer evidence that hypermethylation of the HTR2A gene in WBC at baseline is significantly associated with a worse response to a weight-loss intervention and with a lower decrease in depressive symptoms after the dietary treatment in subjects with MetS.