Early life stress (ELS) is associated with treatment-resistant depression (TRD), and trauma-focused psychotherapy benefits TRD patients exposed to ELS. We explored peripheral modulations of stress-response genes (nuclear receptor subfamily 3 group C member 1 [NR3C1], FK506-binding protein 5 [FKBP5], and serum/glucocorticoid-regulated kinase 1 [SGK1]) in relation to ELS and symptom changes during psychotherapy. Forty-one TRD patients participated and 21 patients underwent trauma-focused psychotherapy, comprising eye movement desensitization and reprocessing or trauma-focused cognitive behavioral therapy. We used the Montgomery-Åsberg Depression Rating Scale, the Beck Depression Inventory-II and the Beck Anxiety Inventory for symptom evaluation, the Childhood Experience of Care and Abuse Questionnaire for ELS assessment, and the quantitative reverse transcription polymerase chain reaction (RT-qPCR) for transcript analysis. We found higher NR3C1 and FKBP5 baseline mRNA levels in patients with maternal neglect. Trauma-focused psychotherapy induced modifications in transcripts’ levels and symptom amelioration along psychotherapy correlated with genes’ modulations. Transcript levels for all genes were higher in patients relapsing after 24 weeks.