Recent findings in epigenetics shed new light on the regulation of gene expression in the central nervous system (CNS) during stress. The most frequently studied epigenetic mechanisms are DNA methylation, histone modifications and microRNA activity. These mechanisms stably determine cell phenotype but can also be responsible for dynamic molecular adaptations of the CNS to stressors. The limbic-hypothalamic-pituitary-adrenal axis (LHPA) is the primary circuit that initiates, regulates and terminates a stress response. The same brain areas that control stress also react to stress dynamically and with long-term consequences. One of the biological processes evoking potent adaptive changes in the CNS such as changes in behavior, gene activity or synaptic plasticity in the hippocampus is psychogenic stress. This review summarizes the current data regarding the epigenetic basis of molecular adaptations in the brain including genome-wide epigenetic changes of DNA methylation and particular genes involved in epigenetic responses that participate in the brain response to chronic psychogenic stressors. It is concluded that specific epigenetic mechanisms in the CNS are involved in the stress response.