Exposure to stressful life events during pregnancy exerts profound effects on neurodevelopment and increases the risk for several neurodevelopmental disorders including major depression. The mechanisms underlying the consequences of gestational stress are complex and remain to be elucidated. This study investigated the effects of gestational stress on depressive-like behavior and epigenetic modifications in young adult offspring. Gestational stress was induced by a combination of restraint and 24-hour light disturbance to pregnant dams throughout gestation. Depressive-like and anxiety-like behaviors of young adult offspring were examined. The expression and promoter methylation of brain derived neurotrophic factor (BDNF) were measured using RT-qPCR, Western blot, methylated DNA immunoprecipitation (MeDIP) and chromatin immunoprecipitation (ChIP). In addition, the expressions of histone deacetylases (HDACs) and acetylated histone H3 lysine 14 (AcH3K14) were also analyzed. Our results show that offspring from gestational stress dams exhibited depressive-like and anxiety-like behaviors. Biochemically, stress-offspring showed decreased expression of BDNF, increased expression of DNMT1, HDAC1, and HDAC2, and decreased expression of AcH3K14 in the hippocampus as compared to non-stress offspring. Data from MeDIP and ChIP assays revealed an increased methylation as well as decreased binding of AcH3K14 on specific BDNF promoters. Pearson analyses indicated that epigenetic changes induced by gestational stress were correlated with depressive-like and anxiety-like behaviors. These data suggest that gestational stress may be a suitable model for understanding the behavioral and molecular epigenetic changes observed in patients with depression.