The interaction of innate immune cells with pathogens leads to changes in gene expression that elicit our body's first line of defense against infection. Although signaling pathways and transcription factors have a central role, it is becoming increasingly clear that epigenetic factors, in the form of DNA or histone modifications, as well as noncoding RNAs, are critical for generating the necessary cell lineage as well as context-specific gene expression in diverse innate immune cell types. Much of the epigenetic landscape is set during cellular differentiation; however, pathogens and other environmental triggers also induce changes in histone modifications that can either promote tolerance or 'train' innate immune cells for a more robust antigen-independent secondary response. Here we review the important contribution of epigenetic factors to the initiation, maintenance and training of innate immune responses. In addition, we explore how pathogens have hijacked these mechanisms for their benefit and the potential of small molecules targeting chromatin machinery as a way to boost or subdue the innate immune response in disease.