Stressful events in early life might lead to stress resilience or vulnerability, depending on an adjustable stress-response set-point, which can be altered during postnatal sensory development and involves epigenetic regulation of corticotropin-releasing hormone (CRH). During the critical developmental period of thermal-control establishment in 3-day-old chicks, heat stress was found to affect both body temperature and expression of CRH in the hypothalamic paraventricular nucleus. Both increased during heat challenge in vulnerable chicks, whereas they decreased in resilient chicks. Our aim was to elucidate the epigenetic mechanism underlying the regulation of stress resilience or vulnerability. Accordingly, DNA CpG methylation (5mC) and hydroxymethylation (5hmC) at the CRH intron, which we found to serve as a repressor element, displayed low 5mc% alongside high 5hmc% in resilient chicks, and high 5mc% with low 5hmc% in vulnerable ones. RE1-silencing transcription factor (REST), which has a binding site on this intron, bound abundantly during acute heat stress and was nearly absent during moderate stress, restricting repression by the repressor element, and thus activating CRH gene transcription. Furthermore, REST assembled into a protein complex with TET3, which bound directly to the CRH gene. Finally, the adjacent histone recruited the histone acetylation enzyme GCN5 to this complex, which increased H3K27ac during harsh, but not moderate heat conditioning. We conclude that an epigenetic mechanism involving both post-translational histone modification and DNA methylation in a regulatory segment of CRH is involved in determining a resilient or vulnerable response to stress later in life.