Thymic epithelial tumors (TETs) arise from the epithelial cells of the thymus and consist in the 1% of all adult malignancies, despite the fact that they are the most common lesions of the anterior mediastinum. TETs can be divided mainly into thymomas, thymic carcinomas, and the rarest ad aggressive neuroendocrine forms. Despite the surgical resection is quite resolving, the diagnosis of TETs is complicated by the absence of symptoms and the clinical presentation aggravated by several paraneoplastic disorders, including myasthenia gravis. Thus, the heterogeneity of TETs prompts the search for molecular biomarkers that could be helpful for tumor characterization and clinical outcomes prediction. With these aims, several researchers investigated the epigenetic profiles of TETs. In this manuscript, we narratively review the works investigating the deregulation of epigenetic mechanisms in TETs, highlighting the need for further studies combining genetic, epigenetic, and expression data to better characterize the different molecular subtypes and identify, for each of them, the most relevant epigenetic biomarkers of clinical utility.