Trimethylation of lysine 9 in histone H3 (H3K9me3) enrichment is a characteristic of pericentric heterochromatin. The hypothesis of a stepwise mechanism to establish and maintain this mark during DNA replication suggests that newly synthesized histone H3 goes through an intermediate methylation state to become a substrate for the histone methyltransferase Suppressor of variegation 39 (Suv39H1/H2). How this intermediate methylation state is achieved and how it is targeted to the correct place at the right time is not yet known. Here, we show that the histone H3K9 methyltransferase SetDB1 associates with the specific heterochromatin protein 1alpha (HP1alpha)-chromatin assembly factor 1 (CAF1) chaperone complex. This complex monomethylates K9 on non-nucleosomal histone H3. Therefore, the heterochromatic HP1alpha-CAF1-SetDB1 complex probably provides H3K9me1 for subsequent trimethylation by Suv39H1/H2 in pericentric regions. The connection of CAF1 with DNA replication, HP1alpha with heterochromatin formation and SetDB1 for H3K9me1 suggests a highly coordinated mechanism to ensure the propagation of H3K9me3 in pericentric heterochromatin during DNA replication.