The literature shows that maternal stress can influence behavior and immune function in F1. Yet, most studies on these are from the laboratory, and replicated studies on the mechanisms by which maternal stress drives individual characteristics are still not fully understood in wild animals. We manipulated high- and low-density parental population density using large-scale field enclosures and examined behavior and immune traits. Within the field enclosures, we assessed anti-keyhole limpet hemocyanin immunoglobulin G (anti-KLH IgG) level, phytohemagglutinin (PHA) responses, hematology, cytokines, the depressive and anxiety-like behaviors and prevalence and intensity of coccidial infection. We then collected brain tissue from juvenile voles born at high or low density, quantified mRNA and protein expression of corticotropin-releasing hormone (CRH) and glucocorticoid receptor gene (NR3C1) and measured DNA methylation at CpG sites in a region that was highly conserved with the prairie vole CRH and NR3C1 promoter. At high density, we found that the F1 had a lower DNA methylation level of CRH and a higher DNA methylation level of NR3C1, which resulted in an increase in the expression levels of the CRH mRNA and protein expression and further reduced the expression levels of the NR3C1 mRNA and protein expression, and ultimately led to have delayed responses to acute immobilization stress. Juvenile voles born at high density also reduced anti-KLH IgG levels and PHA responses, increased cytokines, and depressive and anxiety-like behaviors, and the effects further led to higher coccidial infection. From the perspective of population density inducing the changes in behavior and immunity at the brain level, our results showed a physiological epigenetic mechanism for population self-regulation in voles. Our results indicate that altering the prenatal intrinsic stress environment can fundamentally impact behavior and immunity by DNA methylation of HPA-axis genes and can further drive population fluctuations in wild animals.