The effect of environmental pollution on epigenetic changes and their heredity in affected organisms is of major concern as such changes can play a significant role in adaptation to changing environmental conditions. Changes of epigenetic marks including DNA methylation, histone modifications, and non-coding RNA's can induce changes in gene transcription leading to physiological long-term changes or even transgenerational inheritance. Such mechanisms have until recently been scarcely studied in invertebrate organisms, mainly focusing on model species including Caenorhabditis elegans and Daphnia magna. However, more data are becoming available, particularly focused on DNA methylation changes caused by anthropogenic pollutants in a wide range of invertebrates. This review examines the literature from field and laboratory studies utilising invertebrate species exposed to environmental pollutants and their effect on DNA methylation. Possible mechanisms of epigenetic modifications and their role on physiology and adaptation as well as the incidence of intergenerational and transgenerational inheritance are discussed. Furthermore, critical research challenges are defined and the way forward is proposed. Future studies should focus on the use of next generation sequencing tools to define invertebrate methylomes under environmental stress in higher resolution, those data should further be linked to gene expression patterns and phenotypes and detailed studies focusing on transgenerational effects are encouraged. Moreover, studies of other epigenetic mechanisms in various invertebrate species, apart from DNA methylation would provide better understanding of interconnected cross-talk between epigenetic marks. Taken together incorporating epigenetic studies in ecotoxicology context presents a promising tool for development of sensitive biomarkers for environmental stress assessment.