Environmental stress can result in epigenetic modifications that are passed down several generations. The transgenerational persistence of environmentally induced variation in DNA methylation remains controversial, and has so far been little investigated in invertebrates. Here, we show that four different environmental stressors are capable of inducing changes in DNA methylation that persist for at least four generations in the water flea Daphnia magna. Genetically identical females from the same brood were exposed to either a control treatment or one of four environmental stressors - high temperature, zinc, toxic cyanobacteria, and the methylation-inhibitor 5-azacytidine. Replicated and genetically identical lines from each of the stressed mothers were maintained under control conditions for four subsequent generations, and three individual Daphnia per group of generation F1, F2 and F4 were subjected to whole-genome bisulfite sequencing. We identified significant differences between F1 individuals from the environmentally stressed lines - exposed as germ cells - and the controls. As expected, 5-azacytidine caused extensive hypomethylation in the F1 generation, but nearly all of the de-methylated sites were re-methylated already in the F2 generation. Fewer differentially methylated sites were observed in the F1 of mothers exposed to high temperature, zinc, or toxic cyanobacteria. However, between 49% and 57% of these environmentally induced methylation variants in F1 persisted until the F4 generation. Both environmentally induced (maternal effects on F1) and transgenerational persistent (stable until F4) DMCs were predominantly found in exons. These results suggest that environmentally induced DNA methylation is non-random and persistent across generations, making it a putative factor in ecological and evolutionary change in water flea populations.