There is an increasing body of knowledge on the influence of differential DNA methylation of specific genomic regions in psychiatric disorders. However, fewer studies have addressed global DNA methylation (GMe) levels. GMe is an estimative of biological functioning that is regulated by pervasive mechanisms able to capture the big picture of metabolic and environmental influences upon gene expression. In the present perspective article, we highlighted evidence for the relationships between cortisol and sex hormones and GMe in psychiatric disorders. We argue that the far-reaching effects of cortisol and sexual hormones on GMe may lie on the pathways linking stress and mental health. Further research on these endocrine-epigenetic links may help to explain the role of environmental stress as well as sex differences in the prevalence of psychiatric disorders.