Antenatal synthetic glucocorticoid (sGC) treatment is a potent modifier of the hypothalamic-pituitary-adrenal (HPA) axis. In this context, epigenetic modifications are discussed as potential regulators explaining how prenatal exposure to GCs might translate into persistent changes of HPA axis "functioning". The purpose of this study was to investigate whether DNA methylation and gene expression profiles of stress-associated genes (NR3C1; FKBP5; SLC6A4) may mediate the persistent effects of sGC on cortisol stress reactivity that have been previously observed. In addition, hair cortisol concentrations (hairC) were investigated as a valid biomarker of long-term HPA axis activity. This cross-sectional study comprised 108 term-born children and adolescents, including individuals with antenatal GC treatment and controls. From whole blood, DNA methylation was analyzed by targeted deep bisulfite sequencing. Relative mRNA expression was determined by RT-qPCR experiments and qBase analysis. Acute stress reactivity was assessed by the Trier Social Stress Test (TSST) measuring salivary cortisol by ELISA and hairC concentrations were determined from hair samples by liquid chromatography coupled with tandem mass spectrometry. First, no differences in DNA methylation and mRNA expression levels of the stress-associated genes between individuals treated with antenatal sGC compared to controls were found. Second, DNA methylation and mRNA expression levels were neither associated with cortisol stress reactivity nor with hairC. These findings do not corroborate the belief that DNA methylation and mRNA expression profiles of stress-associated genes (NR3C1; FKBP5; SLC6A4) play a key mediating role of the persistent effects of sGC on HPA axis functioning.