Alternative splicing (AS) allows the production of multiple mRNA variants from a single gene, which contributes to increase the complexity of the proteome. There is evidence that AS is regulated not only by auxiliary splicing factors, but also by components of the core spliceosomal machinery, as well as through epigenetic modifications. However, to what extent these different mechanisms contribute to the regulation of AS in response to endogenous or environmental stimuli is still unclear. Circadian clocks allow organisms to adjust physiological processes to daily changes in environmental conditions. Here we review recent evidence linking circadian clock and AS, and discuss the role of Protein Arginine Methyltransferase 5 (PRMT5) in these processes. We propose that the interactions between daily oscillations in AS and circadian rhythms in the expression of splicing factors and epigenetic regulators offer a great opportunity to dissect the contribution of these mechanisms to the regulation of AS in a physiologically relevant context.