Panic disorder (PD) affects about four million Europeans, with women affected twice as likely as men, causing substantial suffering and high economic costs. The etiopathogenesis of PD remains largely unknown, but both genetic and environmental factors contribute to risk. An epigenome-wide association study (EWAS) was conducted to compare medication-free PD patients (n = 89) with healthy controls (n = 76) stratified by gender. Replication was sought in an independent sample (131 cases, 169 controls) and functional analyses were conducted in a third sample (N = 71). DNA methylation was assessed in whole blood using the Infinium HumanMethylation450 BeadChip. One genome-wide association surviving FDR of 5% (cg07308824, P = 1.094 × 10-7, P-adj = 0.046) was identified in female PD patients (N = 49) compared to controls (N = 48). The same locus, located in an enhancer region of the HECA gene, was also hypermethylated in female PD patients in the replication sample (P = 0.035) and the significance of the association improved in the meta-analysis (P-adj = 0.004). Methylation at this CpG site was associated with HECA mRNA expression in another independent female sample (N = 71) both at baseline (P = 0.046) and after induction by dexamethasone (P = 0.029). Of 15 candidates, 5 previously reported as associated with PD or anxiety traits also showed differences in DNA methylation after gene-wise correction and included SGK1, FHIT, ADCYAP1, HTR1A, HTR2A. Our study examines epigenome-wide differences in peripheral blood for PD patients. Our results point to possible sex-specific methylation changes in the HECA gene for PD but overall highlight that this disorder is not associated with extensive changes in DNA methylation in peripheral blood.