Environmental factors, including substance abuse and stress, cause long-lasting changes in the regulation of gene expression in the brain via epigenetic mechanisms, such as DNA methylation. We examined genome-wide DNA methylation patterns in the prefrontal cortex (PFC, BA10) of 25 pairs of control and individuals with alcohol use disorder (AUD), using the Infinium® MethylationEPIC BeadChip. We identified 5254 differentially methylated CpGs (pnominal < 0.005). Bioinformatic analyses highlighted biological processes containing genes related to stress adaptation, including the glucocorticoid receptor (encoded by NR3C1). Considering that alcohol is a stressor, we focused our attention on differentially methylated regions of the NR3C1 gene and validated the differential methylation of several genes in the NR3C1 network. Chronic alcohol drinking results in a significant increased methylation of the NR3C1 exon variant 1H, with a particular increase in the levels of 5-hydroxymethylcytosine over 5-methylcytosine. These changes in DNA methylation were associated with reduced NR3C1 mRNA and protein expression levels in PFC, as well as other cortico-limbic regions of AUD subjects when compared with controls. Furthermore, we show that the expression of several stress-responsive genes (e.g., CRF, POMC, and FKBP5) is altered in the PFC of AUD subjects. These stress-response genes were also changed in the hippocampus, a region that is highly susceptible to stress. These data suggest that alcohol-dependent aberrant DNA methylation of NR3C1 and consequent changes in other stress-related genes might be fundamental in the pathophysiology of AUD and lay the groundwork for treatments targeting the epigenetic mechanisms regulating NR3C1 in AUD.