Despite the huge amount of accumulated data, the study of the main mechanisms of interaction between proteins and epigenetic mechanisms in health and various pathologies remains one of the most important problems of molecular biology. The search for various endogenous and exogenous factors affecting the epigenome of eukaryotes continues to be relevant. Lactoferrin is the second most abundant milk protein and has proven to be a very promising anti-inflammatory, antifungal, antibacterial, and anti-cancer agent. This protein can act as a transcription factor regulating the expression of some genes. However, little attention has been paid to the use of lactoferrin as an epigenetic modulating factor. This review demonstrates that lactoferrin can directly and/or indirectly influence epigenetic mechanisms (DNA methylation, histone modification, chromatin compaction, and microRNA pathways) in different types of cells, in particular cancer cells.