Stress is defined as a state of threatened or perceived as threatened homeostasis. The well-tuned coordination of the stress response system is necessary for an organism to respond to external or internal stressors and re-establish homeostasis. Glucocorticoid hormones are the main effectors of stress response and aberrant glucocorticoid signaling has been associated with an increased risk for psychiatric and mood disorders, including schizophrenia, post-traumatic stress disorder and depression. Emerging evidence suggests that life-stress experiences can alter the epigenetic landscape and impact the function of genes involved in the regulation of stress response. More importantly, epigenetic changes induced by stressors persist over time, leading to increased susceptibility for a number of stress-related disorders. In this review, we discuss the role of glucocorticoids in the regulation of stress response, the mechanism through which stressful experiences can become biologically embedded through epigenetic alterations, and we underline potential associations between epigenetic changes and the development of stress-related disorders.