Thermal control establishment develops during a critical period by alterations in cellular properties in the frontal hypothalamus. These alterations may be modulated by the epigenetic code that determines the repertoire of transcribed proteins. Here we demonstrate transient changes in the expression of brain-derived neurotrophic factor (Bdnf) during both thermal conditioning and re-exposure of conditioned chicks to heat stress, relative to their age-matched naive counterparts. These changes coincide with changes in CpG methylation pattern in the avian Bdnf promoter region. Reduction in methylation during heat conditioning was observed at a cAMP response element-binding (CREB) site which coincided with both elevation in phospho-CREB levels and its binding to the Bdnf promoter. At the same time, an increase in methylation was observed at two other CpG sites, accompanied by elevation of the DNA methyltransferase 3a (DNMT3a) expression. DNMT3a was also found to bind to the two elevated methyl CpG sites, but not to the CREB binding site. These data suggest that complex and dynamic changes in DNA methylation are involved in the regulation of Bdnf expression during thermotolerance acquisition.