Stress exposure is associated with psychiatric conditions, such as depression, anxiety, and post-traumatic stress disorder (PTSD). It is also a vulnerability factor to developing or reinstating substance use disorder. Stress causes several changes in the neuro-immune-endocrine axis, potentially resulting in prolonged dysfunction and diseases. Changes in several transmitters, including serotonin, dopamine, glutamate, GABA, glucocorticoids, and cytokines, are associated with psychiatric disorders or behavioral alterations in preclinical studies. Complex and interacting mechanisms make it very difficult to understand the physiopathology of psychiatry conditions; therefore, studying regulatory mechanisms that impact these alterations is a good approach. In the last decades, the impact of stress on biology through epigenetic markers, which directly impact gene expression, is under intense investigation; these mechanisms are associated with behavioral alterations in animal models after stress or drug exposure, for example. The endocannabinoid (eCB) system modulates stress response, reward circuits, and other physiological functions, including HPA axis activation and immune response. eCBs, for example, act retrogradely at presynaptic neurons, limiting the release of neurotransmitters, a mechanism implicated in the antidepressant and anxiolytic effects after stress. Epigenetic mechanisms can impact the expression of eCB system molecules, which in turn can regulate epigenetic mechanisms. This review will present evidence of how the eCB system and epigenetic mechanisms interact and the consequences of this interaction in modulating behavioral changes after stress exposure in preclinical studies or psychiatric conditions. Moreover, evidence that correlates the involvement of the eCB system and epigenetic mechanisms in drug abuse contexts will be discussed.