Dysregulation of the epigenetic processes, such as DNA methylation, histone modifications, and modulation of chromatin states, drives aberrant transcription that promotes initiation and progression of small cell lung cancer (SCLC). Accumulating evidence has proven crucial roles of epigenetic machinery in modulating immune cell functions and antitumor immune response. Epigenetics-targeting drugs such as DNA methyltransferase inhibitors, histone deacetylase inhibitors, and histone methyltransferase inhibitors involved in preclinical and clinical trials may trigger antitumor immunity. Herein, we summarize the impact of epigenetic processes on tumor immunogenicity and antitumor immune cell functions in SCLC. Furthermore, we review current clinical trials of epigenetic therapy against SCLC and the mechanisms of epigenetic inhibitors to boost antitumor immunity. Eventually, we discuss the opportunities of developing therapeutic regimens combining epigenetic agents with immunotherapy for SCLC.