Cold exposure, especially early in life, can be stressful. We examined if cold exposure affects HPA axis sensitivity and global DNA methylation in the brain in Australian zebra finches (Taenopygia gutta). We hypothesized that cold exposure during the first two weeks post-hatch alters HPA sensitivity and global brain DNA methylation levels in juveniles and adults. Control birds showed the predicted elevation in plasma corticosterone (Cort) after restraint stress in adulthood, however cold exposed birds exhibited a blunted Cort response. There was no significant difference in global methylation levels between treatments. Juveniles showed no significant difference between baseline and restraint plasma Cort levels, but cold exposed birds had significantly lower methylation levels. DNA methylation studies suggest that both hypomethylation on a global scale and hypermethylation in specific gene sequences can occur after adverse early life events. The attenuated Cort response could protect against the noxious effects of prolonged glucocorticoid secretion.