DNA methylation is an epigenetic mechanism that involves the addition of a methyl group to a cytosine residue in CpG dinucleotides, which are particularly abundant in gene promoter regions. Several studies have highlighted the role that modifications of DNA methylation may have on the adverse health effects caused by exposure to environmental toxicants. One group of xenobiotics that is increasingly present in our daily lives are nanomaterials, whose unique physicochemical properties make them interesting for a large number of industrial and biomedical applications. Their widespread use has raised concerns about human exposure, and several toxicological studies have been performed, although the studies focusing on nanomaterials’ effect on DNA methylation are still limited. The aim of this review is to investigate the possible impact of nanomaterials on DNA methylation. From the 70 studies found eligible for data analysis, the majority were in vitro, with about half using cell models related to the lungs. Among the in vivo studies, several animal models were used, but most were mice models. Only two studies were performed on human exposed populations. Global DNA methylation analyses was the most frequently applied approach. Although no trend towards hypo- or hyper-methylation could be observed, the importance of this epigenetic mechanism in the molecular response to nanomaterials is evident. Furthermore, methylation analysis of target genes and, particularly, the application of comprehensive DNA methylation analysis techniques, such as genome-wide sequencing, allowed identifying differentially methylated genes after nanomaterial exposure and affected molecular pathways, contributing to the understanding of their possible adverse health effects.