As a co-transcriptional process, RNA processing, including alternative splicing and alternative polyadenylation, is crucial for the generation of multiple mRNA isoforms. RNA processing mechanisms are widespread across all higher eukaryotes and play critical roles in cell differentiation, organ development and disease response. Recently, significant progresses have been made in understanding the mechanism of RNA processing. RNA processing is regulated by transacting factors such as splicing factors, RNA-binding proteins and cis-sequences in pre-mRNA, and increasing evidence suggests that epigenetic mechanisms, which are important for the dynamic regulation and state of specific chromatic regions, are also involved in co-transcriptional RNA processing. In contrast, recent studies also suggest that alternative RNA processing also has a feedback regulation on epigenetic mechanisms. In this review, we discuss recent studies and summarize the current knowledge on the epigenetic regulation of alternative RNA processing. In addition, a feedback regulation of RNA processing on epigenetic regulators is also discussed.