Chronic psychological stress has been implicated as a risk factor for Alzheimer’s disease (AD), potentially through cortisol-mediated acceleration of disease progression. However, the molecular pathways underlying this relationship remain poorly understood. Epigenetic regulation of the glucocorticoid and mineralocorticoid receptor genes ( NR3C1 and NR3C2 ), which encode receptors for cortisol, may play an important role, but has not been examined in relation to AD progression. Therefore, this study investigated associations between DNA methylation of NR3C1/NR3C2 and AD-related phenotypes, including cognition, brain amyloid-β (Aβ) burden, and regional brain volumes. These associations were examined in two independent cohorts of cognitively unimpaired individuals with accumulating brain Aβ ( n = 89–298 across outcomes) using linear regression and meta-analyses. The study also explored whether DNA methylation within NR3C1 and NR3C2 interacted with depression symptoms to influence relationships with AD-related phenotypes. While only nominal associations were observed in direct analyses, stronger associations emerged in interaction with depressive symptoms. Interaction analyses showed that relationships between DNA methylation and AD-related phenotypes (cognition, hippocampal volume and ventricular expansion) differed depending on the presence of depression symptoms. Consistent patterns across cohorts were observed, with associations primarily evident among individuals with clinically relevant depressive symptoms. One site ( NR3C1 cg24052866 ) was associated with cognitive decline, one ( NR3C1 cg08845721 ) with cross-sectional hippocampal volume, and eight ( NR3C1 cg21979215, cg16594263; NR3C2 cg27460943, cg17253842, cg04867484, cg10993059, cg25672354, cg27234800 ) with ventricular expansion. These exploratory findings suggest epigenetic variation within cortisol receptor genes may influence AD-related neurodegeneration in a depression-dependent manner.