Adolescent social stress (ASS) can increase susceptibility to depression in adulthood. However, the underlying psychological and neural mechanisms remain unclear. Cortically mediated cognitive dysfunctions are increasingly recognized as an independent and important risk factor of depression. Using social defeat stress, a classical animal model of depression, our previous studies found that mice subjected to this form of stress during early adolescence displayed cognitive inflexibility (CI) in adulthood. This change was accompanied by a down-regulation of Bdnf gene expression in the medial prefrontal cortex (mPFC); this gene encodes a key molecule involved in depression and antidepressant action. In the present paper, we identified epigenetic modification of Bdnf as a possible mechanism underlying the behavioral and molecular changes. ASS induced a set of depressive phenotypes, including increased social avoidance and CI, as well as reduced levels of total Bdnf and isoform IV but not isoform I or VI transcripts in the mPFC. In parallel with changes in Bdnf gene expression, previously stressed adult mice showed increased levels of dimethylation of histone H3 at lysine K9 (H3K9me2) immediately downstream of the Bdnf 11, promoter. On the other hand, no differences were found in trimethylation of histone H3 at lysine K4 (H3K4me3) or in acetylation of histone H3 at lysine K9 (H3K9ac) or at K4 (H3K4ac) in the Bdnf IV promoter. Likewise, no alterations were found in DNA methylation of the Bdnf IV promoter. Additionally, treatment with the chronic antidepressant tranylcypromine reversed Bdnf epigenetic changes and related gene transcription while also reversing CI, but not social avoidance, in previously stressed adult mice. These results suggest that epigenetic changes to the Bdnf gene in the mPFC after adolescent social adversity may be involved in the regulation of cognitive dysfunction in depression and antidepressant action in adulthood.