Myeloproliferative neoplasms are clonal hematological neoplasms characterized by excessive proliferation of cells of erythroid, granulocytic, and megakaryocytic lineage. The genetic mechanisms underlying this group of blood diseases are now known, but new perspectives have recently emerged in the field of epigenetics and particularly related to the possible role of DNA methylation in disease development and progression. DNA methylation regulates different cellular processes, such as proliferation, differentiation, and apoptosis. In myeloproliferative neoplasms, a link has been found between abnormal methylation patterns, such as hypermethylation of tumor suppressors or, conversely, oncogenes hypomethylation, with the progression of the disease, spreading important prognostic and therapeutic implications. This review aims to investigate the relationship between methylation alterations and myeloproliferative neoplasms, emphasizing the ways by which epigenetic dysregulation promotes disease biology.