New data are revealing a complex landscape of gene regulation shaped by chromatin states that extend into the bodies of transcribed genes and associate with distinct RNA elements such as exons, introns and polyadenylation sites. Exons are characterized by increased levels of nucleosome positioning, DNA methylation and certain histone modifications. As pre-mRNA splicing occurs co-transcriptionally, changes in the transcription elongation rate or epigenetic marks can influence exon splicing. These new discoveries broaden our understanding of the epigenetic code and ascribe a novel role for chromatin in controlling pre-mRNA processing. In this review, we summarize the recently discovered interplay between the modulation of chromatin states and pre-mRNA processing with the particular focus on how these processes communicate with one another to control gene expression.