Evidence has emerged that environmentally-induced epigenetic changes can have long-lasting effects on gene transcription across generations. These recent findings highlight the need to investigate the transgenerational impacts of pollutants to assess their long term effects on populations. In this study, we investigated the transgenerational effect of cadmium on zebrafish across 4 generations. A first whole methylome approach carried out on fish of the first two generations led us to focus our investigations on the estradiol receptor alpha gene (esr1). We observed a sex-dependent transgenerational inheritance of Cd-induced DNA methylation changes up to the last generation. These changes were associated with single nucleotide polymorphisms (SNPs) that were themselves at the origin of the creation or deletion of methylation sites. Thus, Cd-induced genetic selection gave rise to DNA methylation changes. We also analyzed the transcription level of various sections of esr1 as well as estrogen responsive genes. While Cd triggered transgenerational disorders, Cd-induced epigenetic changes in esr1 contributed to the rapid transgenerational adaptation of fish to Cd. Our results provide insight into the processes underpinning rapid adaptation and highlight the need to maintain genetic diversity within natural populations to bolster the resilience of species faced with the global environmental changes.