Myeloid cells are crucial effectors of the innate immune response and important regulators of adaptive immunity. The differentiation and activation of myeloid cells requires the timely regulation of gene expression; this depends on the interplay of a variety of elements, including transcription factors and epigenetic mechanisms. Epigenetic control involves histone modifications and DNA methylation, and is coupled to lineage-specifying transcription factors, upstream signalling pathways and external factors released in the bone marrow, blood and tissue environments. In this Review, we highlight key epigenetic events controlling myeloid cell biology, focusing on those related to myeloid cell differentiation, the acquisition of myeloid identity and innate immune memory.