Spermatozoa are the cells that are most commonly used for cryopreservation of valuable genetic resources in aquaculture. It is known that fish spermatozoa transmit to the embryo not only their genetic but also their epigenetic profile, especially DNA methylation. Therefore, any alteration of the DNA methylation profile in spermatozoa induces the risk of transmitting epigenetic alterations to the offspring. The aim of this study was to assess the effect of cryopreservation on DNA methylation in rainbow trout spermatozoa. To trigger variable cellular response after freezing–thawing, spermatozoa from mature males were cryopreserved with dimethyl sulfoxide, methanol or glycerol as cryoprotectant. We observed that dimethyl sulfoxide was the best to preserve thawed spermatozoa functions. Methanol only slightly preserved all the cellular parameters, while glycerol failed to protect motility and fertilization ability. The consequences on DNA methylation were assessed using Reduced Representation Bisulfite Sequencing (RRBS). Sperm cryopreservation did not thoroughly impact DNA methylation, although 335–564 differentially methylated cytosines were characterized depending on the cryoprotectant. Very few of them were shared between cryoprotectants, and no correlation with the extent of cellular damage was found. Our study showed that DNA methylation was only slightly altered after sperm cryopreservation, and this may render further analysis of the risk for the progeny very challenging.