There has been recent interest in epigenetics in psychiatry since it offers a means of understanding how stressful life experiences, in interaction with the genotype, result in epigenetic changes that result in altered gene expression, ultimately affecting the risk for mental disorders. Many studies focused on methylation of the glucocorticoid receptor exon 1F promoter following an initial observation that changes in this region could be modulated by the environment. This review examines all published studies that have attempted to measure methylation in this region using different techniques, several tissue types, populations at different behavioral state and stages of development. Methodological issues have been raised with the aim of attempting to understand methylation quantification and site of action. We propose that it is useful to examine whether methylation at specific sites within the promoter region may be particularly relevant to psychiatric vulnerability to stress-related outcomes.