Exposure to early adversities represents a major risk factor for psychiatric disorders. We have previously shown that exposure to prenatal stress (PNS) in rats alters the developmental expression of brain-derived neurotrophic factor (Bdnf) with a specific temporal profile. However, exposure to early-life stress is known to alter the ability to cope with challenging events later in life, which may contribute to the enhanced vulnerability to stress-related disorders. Since Bdnf is also an important player for activity-dependent plasticity, we investigated whether the exposure to PNS in rats could alter Bdnf responsiveness to an acute challenge at adulthood. We found that exposure to PNS produces significant changes in Bdnf responsiveness with brain region- and gender-specific selectivity. Indeed, exposure to an acute stress upregulates Bdnf expression in the prefrontal cortex, but not in the hippocampus, of control animals. Moreover, such modulatory activity is selectively impaired in PNS female rats, an effect that was associated with changes in the modulation of the DNA demethylase Gadd45β. Our results suggest that exposure to PNS may reprogram gene transcription through epigenetic mechanisms reducing the ability to cope under adverse conditions, a trait that is disrupted in psychiatric diseases.