Pneumoconiosis is one of the most common occupational diseases in the world, and specific treatment methods of pneumoconiosis are lacking at present, so it carries great social and economic burdens. Pneumoconiosis, coronavirus disease 2019, and idiopathic pulmonary fibrosis all have similar typical pathological changes—pulmonary fibrosis. Pulmonary fibrosis is a chronic lung disease characterized by excessive deposition of the extracellular matrix and remodeling of the lung tissue structure. Clarifying the pathogenesis of pneumoconiosis plays an important guiding role in its treatment. The occurrence and development of pneumoconiosis are accompanied by epigenetic factors (e.g., DNA methylation and noncoding RNA) changes, which in turn can promote or inhibit the process of pneumoconiosis. Here, we summarize epigenetic changes and functions in the several kinds of evidence classification (epidemiological investigation, in vivo, and in vitro experiments) and main types of cells (macrophages, fibroblasts, and alveolar epithelial cells) to provide some clues for finding specific therapeutic targets for pneumoconiosis and even for pulmonary fibrosis.