During the past two decades, research concerned with the etiology of psychopathology has generally progressed along two separate paths: investigations that have characterized the roles played by environmental determinants such as childhood adversity in the development of psychopathology, and those that have focused on neurobiological processes involving genetic and intracellular pathways. Epigenetic modifications, functionally relevant changes to gene expression that do not reflect changes in gene sequence, may explain how environmental exposures “get under the skin” to modify the expression of genes and produce phenotypic variability. The potential of epigenetic research to unify two disparate strands of inquiry has contributed to substantial, and growing, interest in epigenetics in mental health research. However, there are several challenges with which investigators must contend in studies considering the role of epigenetic modifications in psychopathology. These include the development of causal models in study design considerations about sample size and generalizability, and robust measurement of epigenetic modification. We employ an epidemiologic lens to discuss these challenges and to provide recommendations for future studies in this area.