By regulating gene expression to maintain homeostasis and enabling rapid responses to environmental change, epigenetic mechanisms can provide valuable insights into how populations respond to external pressures. Here, we examined genome-wide DNA methylation in natural populations of the mayfly Andesiops torrens from a semi-arid watershed of northern Chile exposed to intense climatic and anthropogenic stress. We analyzed 285 individuals from 30 sites using methylRAD sequencing and assembled a draft reference genome to map methylated loci and determine their associated gene functions. Discriminant analyses of principal components revealed a methylation structure among sampling sites, identifying five groups, and the coexistence within localities of individuals with distinct methylation profiles. Non-CpG methylRAD loci accounted for most methylation divergence, consistent with environmental effects. The five groups shared a broad functional spectrum dominated by regulatory processes related to cellular processes, gene regulation, morphogenesis, neurogenesis, and metabolism, and formed a continuum from core cellular regulation in small groups to more integrated developmental and adaptive stress-related control in larger groups. While the drivers of these patterns remain to be clarified, our study suggests that DNA methylation contributes to local responses in A. torrens and also reveals the potential of DNA methylation analyses as an initial approach for exploring ecological pressures in natural populations.