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Glucocorticoid receptor (GR) transcription is driven by alternative promoters to produce different exon 1 mRNA variants. CpG methylation on GR promoters profoundly affects GR transcription. GR in hippocampus is critical for energy homeostasis and stress responses, yet it remains unclear whether hippocampal expression of GR exon 1 mRNA variants and the methylation status of GR promoters differ between Large White (LW) and Erhualian (EHL) pigs showing distinct metabolic and stress-coping characteristics. EHL pigs had higher hippocampus weight relative to BW ( P < 0.01), which was associated with higher serum cortisol level compared with LW pigs. Hippocampal expression of brain-derived neurotrophic factor ( P < 0.05) was significantly higher, while Bax, a pro-apoptotic gene, was significantly lower in EHL pigs ( P < 0.05). Hippocampal expression of total GR did not differ between breeds, yet GR exon 1 to 11 mRNA was significantly higher ( P < 0.01) in EHL pigs, which was associated with a trend of increase ( P = 0.057) in GR protein content. No significant breed difference was detected for the methylation status across the whole region of the proximal GR promoter, while CpG334 and CpG266.267 were differentially methylated, in a reversed manner, between breeds. The methylation status of CpGs 248, 259, 260, 268 and 271 was negatively correlated ( P < 0.05) with GR exon 1 to 11 mRNA abundance. Our results provide fundamental information on the breed-specific characteristics of GR and its mRNA variants expression and the status of DNA methylation on the proximal GR promoter in the pig hippocampus.