Monocyte differentiation into macrophages represents a cornerstone process for host defense. Concomitantly, immunological imprinting of either tolerance or trained immunity determines the functional fate of macrophages and susceptibility to secondary infections. We characterized the transcriptomes and epigenomes in four primary cell types: monocytes and in vitro-differentiated naive, tolerized, and trained macrophages. Inflammatory and metabolic pathways were modulated in macrophages, including decreased inflammasome activation, and we identified pathways functionally implicated in trained immunity. beta-glucan training elicits an exclusive epigenetic signature, revealing a complex network of enhancers and promoters. Analysis of transcription factor motifs in deoxyribonuclease I hypersensitive sites at cell-type-specific epigenetic loci unveiled differentiation and treatment-specific repertoires. Altogether, we provide a resource to understand the epigenetic changes that underlie innate immunity in humans.