Social stress is a major factor contributing to early-life adversity that has taken on an epidemic scale. Early social stress leads to long-lasting changes in behavior, cognition, mood and neuroendocrine responses predisposing to or sheltering from stress-related diseases later in life. Epigenetic mechanisms are thought to mediate the effects of early social stress on the epigenome, and can give rise to persistent memories hard coded by DNA methylation. The hypothalamic-pituitary-adrenal axis canalizes early social stress, which leaves its footprints at key regulator sites of this highly plastic system. Thereby, social stress-induced DNA memories mirror the complexity of the stress response and sex differences in brain epigenetics. Timely therapeutic interventions should aim to attenuate early social stress-derived DNA markings and their life-long consequences for mental health.