Hypothalamic-pituitary-adrenal (HPA) axis dysregulation has been associated with altered immune function, but the underlying molecular mechanisms are unclear. Epigenetic processes, including DNA methylation, respond to the glucocorticoid end-products of the HPA axis (cortisol in humans) and could be involved in this neuroendocrine-immune crosstalk. Here we examined the extent to which variations in HPA axis regulation are associated with peripheral blood DNA (CpG) methylation changes in 57 chronically stressed caregivers and 67 control women. DNA methylation was determined with the Illumina 450k array for a panel of genes involved in HPA axis and immune function. HPA axis feedback was assessed with the low-dose dexamethasone suppression test (DST), measuring the extent to which cortisol secretion is suppressed by the synthetic glucocorticoid dexamethasone. After multiple testing correction in the entire cohort, higher post-DST cortisol, reflecting blunted HPA axis negative feedback, but not baseline waking cortisol, was associated with lower DNA methylation at eight TNF and two FKBP5 CpG sites. Caregiver group status was associated with lower methylation at two IL6 CpG sites. Since associations were most robust with TNF methylation (32% of the 450k-covered sites), we further examined functionality of this epigenetic signature in cultured peripheral blood mononuclear cells in 33 participants; intriguingly, lower TNF methylation resulted in higher ex vivo TNF mRNA following immune stimulation. Taken together, our findings link chronic stress and HPA axis regulation with epigenetic signatures at immune-related genes, thereby providing novel insights into how aberrant HPA axis function may contribute to heightened inflammation and disease risk.