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Anthropogenic changes to the environment challenge animal populations to adapt to new conditions and unique threats. While the study of adaptation has focused on genetic variation, epigenetic mechanisms may also be important. DNA methylation is sensitive to environmental stressors, such as parasites and pesticides, which may affect gene expression and phenotype. We studied the effects of an invasive ectoparasite,Philornis downsi, on DNA methylation of Galápagos mockingbirds (Mimus parvulus). We used the insecticide permethrin to manipulateP. downsipresence in nests of free‐living mockingbirds and tested for effects of parasitism on nestling mockingbirds using epiGBS, a reduced‐representation bisulfite sequencing (RRBS) approach. To distinguish the confounding effects of insecticide exposure, we conducted a matching experiment exposing captive nestling zebra finches (Taeniopygia guttata) to permethrin. We used zebra finches because they were the closest model organism to mockingbirds that we could breed in controlled conditions. We identified a limited number of differentially methylated cytosines (DMCs) in parasitized versus nonparasitized mockingbirds, but the number was not more than expected by chance. In contrast, we saw clear effects of permethrin on methylation in captive zebra finches. DMCs in zebra finches paralleled documented effects of permethrin exposure on vertebrate cellular signaling and endocrine function. Our results from captive birds indicate a role for epigenetic processes in mediating sublethal nontarget effects of pyrethroid exposure in vertebrates. Environmental conditions in the field were more variable than the laboratory, which may have made effects of both parasitism and permethrin harder to detect in mockingbirds. RRBS approaches such as epiGBS may be a cost‐effective way to characterize genome‐wide methylation profiles. However, our results indicate that ecological epigenetic studies in natural populations should consider the number of cytosines interrogated and the depth of sequencing in order to have adequate power to detect small and variable effects.