The field of Developmental Origins of Health and Disease (DOHaD) seeks to understand the relationships between early-life environmental exposures and long-term health and disease. Until recently, the molecular mechanisms underlying these phenomena were poorly understood; however, epigenetics has been proposed to bridge the gap between the environment and phenotype. Epigenetics involves the study of heritable changes in gene expression, which occur without changes to the underlying DNA sequence. Different types of epigenetic modifications include DNA methylation, post-translational histone modifications and non-coding RNAs. Increasingly, changes to the epigenome have been associated with early-life exposures in both humans and animal models, offering both an explanation for how the environment may programme long-term health, as well as molecular changes that could be developed as biomarkers of exposure and/or future disease. As such, epigenetic studies in DOHaD hold much promise; however, there are a number of factors which should be considered when designing and interpreting such studies. These include the impact of the genome on the epigenome, the tissue-specificity of epigenetic marks, the stability (or lack thereof) of epigenetic changes over time and the importance of associating epigenetic changes with changes in transcription or translation to demonstrate functional consequences. In this review, we discuss each of these key concepts and provide practical strategies to mitigate some common pitfalls with the aim of providing a useful guide for future epigenetic studies in DOHaD.