The purpose of this article is to provide a literature review of the epigenetic understanding of conjunctival melanoma (CM), with a primary focus on current gaps in knowledge and future directions in research. CM is a rare aggressive cancer that predominantly affects older adults. Local recurrences and distant metastases commonly occur in CM patients; however, their prediction and management remain challenging. Hence, there is currently an unmet need for useful biomarkers and more effective treatments to improve the clinical outcomes of these patients. Like other cancers, CM occurrence and prognosis are believed to be influenced by multiple genetic and epigenetic factors that contribute to tumor development/progression/recurrence/spread, immune evasion, and primary/acquired resistance to therapies. Epigenetic alterations may involve changes in chromatin conformation/accessibility, post-translational histone modifications or the use of histone variants, changes in DNA methylation, alterations in levels/functions of short (small) or long non-coding RNAs (ncRNAs), or RNA modifications. While recent years have witnessed a rapid increase in available epigenetic technologies and epigenetic modulation-based treatment options, which has enabled the development/implementation of various epi-drugs in the cancer field, the epigenetic understanding of CM remains limited due to a relatively small number of epigenetic studies published to date. These studies primarily investigated DNA methylation, ncRNA (e.g., miRNA or circRNA) expression, or RNA methylation. While these initial epigenetic investigations have revealed some potential biomarkers and/or therapeutic targets, they had various limitations, and their findings warrant replication in independent and larger studies/samples. In summary, an in-depth understanding of CM epigenetics remains largely incomplete but essential for advancing our molecular knowledge and improving clinical management/outcomes of this aggressive disease.