Background Human and animal studies have indicated that maternal prenatal stress (PS) has molecular and behavioral effects during pregnancy and early life. The present study aimed to evaluate the epigenetic changes of the NR3C1 gene involved in the HPA axis in the hypothalamic tissues of rats exposed to PS induced by chronic unpredictable mild stress (CUMS). Behavioral and molecular effects of these changes on the next generation were also assessed. Methods and results CUMS protocol was used to generate stress in pregnant Wistar rats. To determine the effects of stress on anhedonia and movement, sucrose preference test, forced swimming test, and open field test were performed. Following these behavioral experiments, bisulfite sequencing PCR for DNA methylation levels of the NR3C1 gene, RT-qPCR for mRNA levels, and Western blot techniques for protein analysis were used in the hypothalamic tissue of sacrificed rats. Depression-like behaviors were evident in the behavioral tests of stress-exposed mothers and pups. In PS-exposed pups, hypothalamic NR3C1 promoter methylation was higher, and NR3C1 mRNA levels and NR3C1 protein levels were lower compared with controls, regardless of sex. Conclusion Our results confirm the relationship between PS and epigenetic changes of HPA axis-related genes and show that NR3C1 gene methylation status in pups is sensitive to PS during pregnancy. Environmental maternal stress may have transgenerational effects that are potentially associated with adverse outcomes in the pups.