Methylation alterations of the glucocorticoid receptor gene (NR3C1) may help explain why not all individuals experiencing insensitive parenting develop behavior problems, yet evidence from human cohorts remains limited. This longitudinal study examined associations among NR3C1 methylation, caregiver parenting, and child internalizing and externalizing behaviors. A total of 224 Han Chinese preschoolers (Mage = 47.33 ± 9.60 months; 42.5% girls) were recruited from Jinan, China, in 2021 (T1). Parenting quality and child behavior problems were reported by both parents, and NR3C1 methylation across 46 cytosine–phosphate–guanine sites in the exon 1F promoter region was sequenced from buccal cells. Follow-up assessments were conducted 1.5 years later among 113 children who stayed in the same kindergarten (Mage = 63.60 ± 7.68 months; 45.7% girls). NR3C1 methylation at baseline moderated the association between parenting and baseline, but not follow-up, behavior problems, consistent with differential susceptibility. Children with lower methylation exhibited more behavior problems under low-quality parenting but fewer under high-quality parenting. This interaction did not vary between parental and child sex, or NR3C1 BclI (rs41423247) and Tth111I (rs10052957) polymorphisms. Findings highlight the dynamic nature of Epigenome × Environment interactions and suggest that lower NR3C1 methylation may act as a plasticity factor in preschool children.