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 (p < 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 1, 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.