Epigenetic mechanisms regulate gene expression, thereby mediating the interaction between environment, genotype and phenotype. Changes to epigenetic regulation of genes may be heritable, permitting rapid adaptation of a species to environmental cues. However, most of the current understanding of epigenetic gene regulation has been gained from studies of mice and humans, with only a limited understanding of the conservation of epigenetic mechanisms across divergent taxa. The relative ease at which genome sequence data is now obtained and the advancements made in epigenomics techniques for non-model species provides a basis for carrying out comparative epigenomic studies across a wider range of species, making it possible to start unraveling the evolution of epigenetic mechanisms. We review the current knowledge of epigenetic mechanisms obtained from studying model organisms, give an example of how comparative epigenomics using non-model species is helping to trace the evolutionary history of X chromosome inactivation in mammals and explore the opportunities to study comparative epigenomics in biological systems displaying adaptation between species, such as the immune system and sex determination.