Pathophysiological mechanisms for depression/anxiety are largely unknown. Evidence for transgenerational transmission of acquired epigenetic marks remains limited. We bred unstressed (US) female mice with adolescently restraint-stressed (RS), social instability-stressed (SI) or US males to produce RS, SI and control F1 offspring, respectively. Compared to controls, while paternal RS decreased anxiety-like behavior (ALB) in both female and male offspring, paternal SI increased ALB only in female offspring. Next-generation sequencing and bioinformatics using RS and SI female offspring identified 5 candidate anxiety-transmitting (CAT) genes; each showed a consistent pattern of DNA methylation from F0 spermatozoa through F1 blastocysts to fetal and adult hippocampi. Further analyses validated 4 CAT genes, demonstrated that paternal SI caused ALB differences between male and female offspring through modifying the CAT genes, and indicated a strong correlation between inflammation and ALB pathogenesis and an important function for intronic DNA methylation in regulating ALB-related genes. In conclusion, this study identified important CAT genes and suggested the possibility that stresses on males might alter offspring's ALB by modifying sperm DNA methylation.