Organisms often respond to environmental changes by producing alternative phenotypes. Epigenetic processes such as DNA methylation may contribute to environmentally induced phenotypic variation by modifying gene expression. Changes in DNA methylation, unlike DNA mutations, can be influenced by the environment; they are stable at the time scale of an individual and present different levels of heritability. These characteristics make DNA methylation a potentially important molecular process to respond to environmental change. The aim of this review is to present the implications of DNA methylation on phenotypic variations driven by environmental changes. More specifically, we explore epigenetic concepts concerning phenotypic change in response to the environment and heritability of DNA methylation, namely the Baldwin effect and genetic accommodation. Before addressing this point, we report major differences in DNA methylation across taxa and the role of this modification in producing and maintaining environmentally induced phenotypic variation. We also present the different methods allowing the detection of methylation polymorphism. We believe this review will be helpful to molecular ecologists, in that it highlights the importance of epigenetic processes in ecological and evolutionary studies.