Evidence suggests that the reactivity of the Hypothalamus-Pituitary-Adrenal axis (HPAA) is modulated by both genetic and environmental variables. Of special interest are the underlying molecular mechanisms driving gender differences to psychosocial stressors. Epigenetic mechanisms that sculpt the genome are ideal candidates for mediating the effects of signals on the HPAA. In the current study, we analyzed by pyrosequencing, bisulfite-treated buccal DNA from male and female university students who participated in the Trier Social Stress Test (TSST). A linear regression model was used to ascertain the effects of sex, CpG methylation and genes on stress response. Total cortisol output (area under the curve, AUC) was significantly predicted by glucocorticoid receptor (NR3C1) exon 1F methylation (averaged across 39 CpG sites) solely in female subjects. A single CpG site located in the exon 1F noncanonical nerve growth factor-inducible protein A (NGFI-A) transcription factor was a highly significant predictor of AUC in female subjects. Additionally, variations in the estrogen receptor alpha (ESR1) and the serotonin transporter promoter (5-HTTLPR) genes were independent additive predictors of AUC. The full model accounted for half of the variance (50.06%) in total cortisol output. Notably, this is the first demonstration that epigenetic changes at the GR exon 1F correlate with HPAA reactivity. These findings have important implications for understanding the molecular mechanisms underlying gender differences in stress-related disorders and underscore the unique value of modeling both epigenetic and genetic information in conferring vulnerability to stress.