The present study examined the effect of early life stress (ELS) on the glucocorticoid receptor gene (NR3C1) methylation, the associations between NR3C1 methylation and behavior problems, and the effect of the program Parents as Teachers (PAT) on NR3C1 methylation. Participants included 132 children, 72 assigned to the PAT intervention group and 60 to the PAT control group. Children were aged 3 years, and were living in psychosocially at-risk families. We assessed NR3C1 methylation of the NGFI-A binding regions of exon 1F via sodium bisulfite sequencing from saliva DNA. Results indicated that (a) children living in families receiving PAT had decreased methylation at one single cytosine-guanine dinucleotides (CpG) site; (b) current maternal depressive symptoms and parental disagreement were predictive of increased methylation of mean NGFI-A and three single CpG sites; and (c) increased methylation of mean NGFI-A and one single CpG site was significantly associated with increased internalizing and externalizing symptoms. In addition, mean NGFI-A was a mediator of the association between parental disagreement and a child's affective problems. These results suggest that PAT may contribute to preventing NR3C1 methylation in preschool children living in psychosocially at-risk situations, and confirm previous findings on the associations between ELS, NR3C1 methylation, and behavior problems.