Epigenetics, referring to heritable gene regulatory information that is independent of changes in DNA sequences, is an important mechanism involved both in organism development and in the response to environmental events. About the epigenetic marks, DNA methylation is one of the most conserved mechanisms, playing a pivotal role in organism response to several biotic and abiotic stressors. Indeed, stress can induce changes in gene expression through hypo- or hyper-methylation of DNA at specific loci and/or in DNA methylation at the genome-wide level, which has an adaptive significance and can direct genome evolution. Exploring DNA methylation in responses to abiotic stress could have important implications for improving stress tolerance in algae. This article summarises the DNA methylation pattern in algae and its impact on abiotic stress, such as heavy metals, nutrients and temperature. Our discussion provides information for further research in algae for a better comprehension of the epigenetic response under abiotic stress, which could favour important implications to sustain algae growth under abiotic stress conditions, often related to high biosynthesis of interesting metabolites.