The serotonin transporter gene (5-HTT/SLC6A4)-linked polymorphic region has been suggested to have a modulatory role in mediating effects of early-life stress exposure on psychopathology rendering carriers of the low-expression short (s)-variant more vulnerable to environmental adversity in later life. The underlying molecular mechanisms of this gene-by-environment interaction are not well understood, but epigenetic regulation including differential DNA methylation has been postulated to have a critical role. Recently, we used a maternal restraint stress paradigm of prenatal stress (PS) in 5-HTT-deficient mice and showed that the effects on behavior and gene expression were particularly marked in the hippocampus of female 5-Htt+/− offspring. Here, we examined to which extent these effects are mediated by differential methylation of DNA. For this purpose, we performed a genome-wide hippocampal DNA methylation screening using methylated-DNA immunoprecipitation (MeDIP) on Affymetrix GeneChip Mouse Promoter 1.0 R arrays. Using hippocampal DNA from the same mice as assessed before enabled us to correlate gene-specific DNA methylation, mRNA expression and behavior. We found that 5-Htt genotype, PS and their interaction differentially affected the DNA methylation signature of numerous genes, a subset of which showed overlap with the expression profiles of the corresponding transcripts. For example, a differentially methylated region in the gene encoding myelin basic protein (Mbp) was associated with its expression in a 5-Htt-, PS- and 5-Htt × PS-dependent manner. Subsequent fine-mapping of this Mbp locus linked the methylation status of two specific CpG sites to Mbp expression and anxiety-related behavior. In conclusion, hippocampal DNA methylation patterns and expression profiles of female prenatally stressed 5-Htt+/− mice suggest that distinct molecular mechanisms, some of which are promoter methylation-dependent, contribute to the behavioral effects of the 5-Htt genotype, PS exposure and their interaction.