Conversion to psychosis is a longitudinal process during which several epigenetic changes have been described. We tested the hypothesis that epigenetic variability in the methylomes of ultra-high risk (UHR) individuals may contribute to the risk of conversion. We studied a longitudinal cohort of UHR individuals (n = 39) and compared two groups (converters, n = 14 vs. non-converters, n = 25). A longitudinal methylomic study was conducted using Infinium HumanMethylation450 BeadChip covering half a million cytosine-phosphate-guanine (CpG) sites across the human genome from whole-blood samples. We used two statistical methods to investigate the variability of methylation probes. (i) The search for longitudinal variable methylation probes (VMPs) based on median comparisons identified two VMPs in converters only. The first CpG was located in the MACROD2 gene and the second CpG was in an intergenic region at 8q24.21. (ii) The detection of outliers using variance analysis related to private epimutations identified a dozen CpGs in converters only and highlighted two genes (RAC1 and SPHK1) from the sphingolipid signaling pathway. Our study is the first to support increased methylome variability during conversion to psychosis. We speculate that stochastic factors could increase DNA methylation variability and have a role in the complex pathophysiology of conversion to psychosis as well as in other psychiatric diseases.