Mouse embryonic stem cells (ESCs) and epiblast stem cells (EpiSCs) represent naive and primed pluripotency states, respectively, and are maintained in vitro by specific signalling pathways. Furthermore, ESCs cultured in serum-free medium with two kinase inhibitors (2i-ESCs) are thought to be the ground naïve pluripotent state. Here, we present a comparative study of the epigenetic and transcriptional states of pericentromeric heterochromatin satellite sequences found in these pluripotent states. We show that 2i-ESCs are distinguished from other pluripotent cells by a prominent enrichment in H3K27me3 and low levels of DNA methylation at pericentromeric heterochromatin. In contrast, serum-containing ESCs exhibit higher levels of major satellite repeat transcription, which is lower in 2i-ESCs and even more repressed in primed EpiSCs. Removal of either DNA methylation or H3K9me3 at PCH in 2i-ESCs leads to enhanced deposition of H3K27me3 with few changes in satellite transcript levels. In contrast, their removal in EpiSCs does not lead to deposition of H3K27me3 but rather removes transcriptional repression. Altogether, our data show that the epigenetic state of PCH is modified during transition from naive to primed pluripotency states towards a more repressive state, which tightly represses the transcription of satellite repeats.