This chapter focuses on the modelling of an experiment concerning the emotional response as a result of thinking about happy memories for non-depressed and depressed individuals. Furthermore, it shows the role of epigenetic changes in this experiment by showing that the depletion of the brain-derived neurotrophic factor (BDNF) gene expression, often associated in literature both with depression and memory functions, can lead to a depressed individual and a change of feeling state with happy memory recall. An adaptive dynamical system model was designed for this process, which involves higher-order adaptation in emotion regulation. This computational model was represented as a higher-order adaptive network model and showcases an individual who, at first, does not have a major depressive disorder (MDD), but then a stressful life event happens, leading to epigenetic changes associated with BDNF depletion that make the person develop depression.