The present study hypothesized that caffeic acid (3,4‑dihydroxycinnamic acid; CaA) may exert antidepressant‑like effects in rats with chronic unpredictable mild stress via epigenetic mechanisms, such as DNA methylation and hydroxymethylation. The chronic unpredictable mild stress (CUMS) model was used to analyze the effects of CaA on behavioral phenotypes, and to evaluate the distribution of 5‑methylcytosine (5mC) and 5‑hydroxymethylcytosine (5hmC) in the hippocampus and prefrontal cortex using immunohistochemistry and immunofluorescence. mRNA levels of the genes encoding brain‑derived neurotropic factor (BDNF) and catechol‑O‑methyltransferase (COMT), and key enzymes regulating DNA methylation [DNA methyltransferase (DNMT)1 and DNMT3A] and hydroxymethylation [Ten‑eleven translocation (TET)1‑3] were examined using quantitative (q)PCR. Furthermore, enrichment of 5mC and 5hmC at the promotor regions of the Bdnf and Comt genes was quantified using chromatin immunoprecipitation‑qPCR. Behavioral data showed that CaA exerted a slight antidepressant‑like effect. Bdnf and Comt genes showed differential expression patterns due to CUMS. CaA intervention induced different Dnmt1/Dnmt3a and Tet1/Tet2 mRNA levels in the hippocampus and prefrontal cortex, respectively. CaA regulated the ratio of 5mC/5hmC at the promotor region of the Bdnf and Comt genes and therefore influenced gene expression, which may be a valuable therapeutic option for major depressive disorder (MDD). In conclusion, there were epigenetic changes in the hippocampus and prefrontal cortex in CUMS rats, and CaA may function as a modulator of DNA methylation to regulate gene transcription, thus providing a mechanistic basis for the use of this phytochemical agent in the treatment of MDD.