Therapeutic hypothermia (TH) is well established as a standard treatment for term and near-term infants. However, therapeutic effects of hypothermia following neonatal anoxia in very premature babies remains inconclusive. The present rodent model of preterm neonatal anoxia has been shown to alter developmental milestones and hippocampal neurogenesis, and to disrupt spatial learning and memory in adulthood. These effects seem to be reduced by post-insult hypothermia. Epigenetic-related mechanisms have been postulated as valuable tools for developing new therapies. Dentate gyrus neurogenesis is regulated by epigenetic factors. This study evaluated whether TH effects in a rodent model of preterm oxygen deprivation are based on epigenetic alterations. The effects of TH on both developmental features (somatic growth, maturation of physical characteristics and early neurological reflexes) and performance of behavioral tasks at adulthood (spatial reference and working memory, and fear conditioning) were investigated in association with the possible involvement of the epigenetic operator Enhancer of zeste homolog 2 (Ezh2), possibly related to long-lasting effects on hippocampal neurogenesis. Results showed that TH reduced both anoxia-induced hippocampal neurodegeneration and anoxia-induced impairments on risk assessment behavior, acquisition of spatial memory, and extinction of auditory and contextual fear conditioning. In contrast, TH did not prevent developmental alterations caused by neonatal anoxia and did not restore hippocampal neurogenesis or cause changes in EZH2 levels. In conclusion, despite the beneficial effects of TH in hippocampal neurodegeneration and in reversing disruption of performance of behavioral tasks following oxygen deprivation in prematurity, these effects seem not related to developmental alterations and hippocampal neurogenesis and, apparently, is not caused by Ezh2-mediated epigenetic alteration.