Epigenetics works as an interface between the individual and its environment to provide phenotypic plasticity to increase individual adaptation capabilities. Recently, a wide variety of epi-genetic findings have indicated evidence for its application in the development of putative epi-biomarkers of stress in farm animals. The purpose of this study was to evaluate previously reported stress epi-biomarkers in swine and encourage researchers to investigate potential paths for the development of a robust molecular tool for animal welfare certification. In this literature review, we report on the scientific concerns in the swine production chain, the management carried out on the farms, and the potential implications of these practices for the animals’ welfare and their epigenome. To assess reported epi-biomarkers, we identified, from previous studies, potentially stress-related genes surrounding epi-biomarkers. With those genes, we carried out a functional enrichment analysis of differentially methylated regions (DMRs) of the DNA of swine subjected to different stress-related conditions (e.g., heat stress, intrauterine insult, and sanitary challenges). We identified potential epi-biomarkers for target analysis, which could be added to the current guidelines and certification schemes to guarantee and certify animal welfare on farms. We believe that this technology may have the power to increase consumers’ trust in animal welfare.