Individuals often differ in their ability to cope with challenging environmental and social conditions. Evidence from model systems suggests that patterns of DNA methylation are associated with variation in coping ability. These associations could arise directly if methylation plays a role in controlling the physiological response to stressors by, among other things, regulating the release of glucocorticoids in response to challenges. Alternatively, the association could arise indirectly if methylation and resilience have a common cause, such as early life conditions. In either case, methylation might act as a biomarker for coping ability. At present, however, relatively little is known about whether variation in methylation is associated with organismal performance and resilience under natural conditions. We studied genome-wide patterns of DNA methylation in free-living female tree swallows (Tachycineta bicolor) using methylated DNA immunoprecipitation (MeDIP) and a tree swallow genome that was assembled for this study. We identified areas of the genome that were differentially methylated with respect to social signal expression (breast brightness) and physiological traits (ability to terminate the glucocorticoid stress response through negative feedback). We also asked whether methylation predicted resilience to a subsequent experimentally imposed challenge. Individuals with brighter breast plumage and higher stress resilience had lower methylation at differentially methylated regions across the genome. Thus, widespread differences in methylation predicted both social signal expression and the response to future challenges under natural conditions. These results have implications for predicting individual differences in resilience, and for understanding the mechanistic basis of resilience and its environmental and social mediators.