Oxidative stress (OS) represents one of the main mechanisms of toxicity induced by environmental pollutants such as cadmium (Cd). OS is a natural physiological process where the presence of oxidants, such as reactive oxygen-derived species (ROS), outweighs the strategy of antioxidant defenses, culminating in the interruption of signaling and redox control. It has been suggested that Cd increases ROS mainly by inducing damage to the electron transport chain and by increasing the activity of nicotinamide adenine dinucleotide hydrogen phosphate (NADPH) oxidase (NOX) and the concentration of free iron (Fe), as well as causing a decrease in antioxidant defense. On the other hand, OS has been related to changes in the biology of the epigenome, causing adverse health effects. Recent studies show that Cd generates alterations in deoxyribonucleic acid (DNA) methylation, histone modifications, and noncoding RNA (ncRNA) expression. However, the role of OS in Cd-induced epigenetic modifications is still poorly explored. Therefore, this review provides an update on the basic concepts of OS and its relationship with Cd-induced epigenetic changes. Furthermore, the use of antioxidant compounds is proposed to mitigate Cd-induced epigenetic alterations.