Population epigenetics explores the extent of epigenetic variation and its dynamics in natural populations encountering changing environmental conditions. In contrast to population genetics, the basic concepts of this field are still in their early stages, especially in animal populations. Epigenetic variation may play a crucial role in phenotypic plasticity and local adaptation as it can be affected by the environment, it is likely to have higher spontaneous mutation rate than nucleotide sequences do, and it may be inherited via non-mendelian processes. In this review, we aim to bring together natural animal population epigenetic studies to generate new insights into ecological epigenetics and its evolutionary implications. We first provide an overview of the extent of DNA methylation variation and its autonomy from genetic variation in wild animal population. Second, we discuss DNA methylation dynamics which create observed epigenetic population structures by including basic population genetics processes. Then, we highlight the relevance of DNA methylation variation as an evolutionary mechanism in the extended evolutionary synthesis. Finally, we suggest new research directions by highlighting gaps in the knowledge of the population epigenetics field. As for our results, DNA methylation diversity was found to reveal parameters that can be used to characterize natural animal populations. Some concepts of population genetics dynamics can be applied to explain the observed epigenetic structure in natural animal populations. The set of recent advancements in ecological epigenetics, especially in transgenerational epigenetic inheritance in wild animal population, might reshape the way ecologists generate predictive models of the capacity of organisms to adapt to changing environments.