The vulnerability of epigenetic marks of brain cells to environmental stimuli and its implication for health have been recently debated. Thus, we used the rat model of acute restraint stress (ARS) to evaluate the impact of stress on the global DNA methylation and on the expression of the Dnmt1 and Bdnf genes of hippocampus, cortex, hypothalamus and periaqueductal gray (PAG). Furthermore, we verified the potential of physical exercise to modulate epigenetic responses evoked by ARS. Sedentary male Wistar rats were submitted to ARS at the 75th postnatal day (PND), whereas animals from a physically active group were previously submitted to swimming sessions (35-74th PND) and to ARS at the 75th PND. Global DNA methylation profile was quantified using an ELISA-based method and the quantitative expression of the Dnmt1 and Bdnf genes was evaluated by real-time PCR. ARS induced a decrease in global DNA methylation in hippocampus, cortex and PAG of sedentary animals and an increased expression of Bdnf in PAG. No change in DNA methylation was associated with ARS in the exercised animals, although it was associated with abnormal expression of Dnmt1 and Bdnf in cortex, hypothalamus and PAG. Our data reveal that ARS evokes adaptive changes in global DNA methylation of rat brain that are independent of the expression of the Dnmt1 gene but might be linked to abnormal expression of the Bdnf gene in the PAG. Furthermore, our evidence indicates that physical exercise has the potential to modulate changes in DNA methylation and gene expression consequent to ARS.