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Electro/Magneto-EncephaloGraphy (EEG/MEG) source imaging (EMSI) of epileptic activity from deep generators is often challenging due to the higher sensitivity of EEG/MEG to superficial regions and to the spatial configuration of subcortical structures. We previously demonstrated the ability of the coherent Maximum Entropy on the Mean (cMEM) method to accurately localize the superficial cortical generators and their spatial extent. Here, we propose a depth-weighted adaptation of cMEM to localize deep generators more accurately. These methods were evaluated using realistic MEG/high-density EEG (HD-EEG) simulations of epileptic activity and actual MEG/HD-EEG recordings from patients with focal epilepsy. We incorporated depth-weighting within the MEM framework to compensate for its preference for superficial generators. We also included a mesh of both hippocampi, as an additional deep structure in the source model. We generated 5400 realistic simulations of interictal epileptic discharges for MEG and HD-EEG involving a wide range of spatial extents and signal-to-noise ratio (SNR) levels, before investigating EMSI on clinical HD-EEG in 16 patients and MEG in 14 patients. Clinical interictal epileptic discharges were marked by visual inspection. We applied three EMSI methods: cMEM, depth-weighted cMEM and depth-weighted minimum norm estimate (MNE). The ground truth was defined as the true simulated generator or as a drawn region based on clinical information available for patients. For deep sources, depth-weighted cMEM improved the localization when compared to cMEM and depth-weighted MNE, whereas depth-weighted cMEM did not deteriorate localization accuracy for superficial regions. For patients' data, we observed improvement in localization for deep sources, especially for the patients with mesial temporal epilepsy, for which cMEM failed to reconstruct the initial generator in the hippocampus. Depth weighting was more crucial for MEG (gradiometers) than for HD-EEG. Similar findings were found when considering depth weighting for the wavelet extension of MEM. In conclusion, depth-weighted cMEM improved the localization of deep sources without or with minimal deterioration of the localization of the superficial sources. This was demonstrated using extensive simulations with MEG and HD-EEG and clinical MEG and HD-EEG for epilepsy patients.