The mammary gland undergoes important anatomical and physiological changes from embryogenesis through puberty, pregnancy, lactation and involution. These steps are under the control of a complex network of molecular factors, in which epigenetic mechanisms play a role that is increasingly well described. Recently, studies investigating epigenetic modifications and their impacts on gene expression in the mammary gland have been performed at different physiological stages and in different mammary cell types. This has led to the establishment of a role for epigenetic marks in milk component biosynthesis. This review aims to summarize the available knowledge regarding the involvement of the four main molecular mechanisms in epigenetics: DNA methylation, histone modifications, polycomb protein activity and non-coding RNA functions.