Epigenetic modifiers play important roles in fine-tuning the cellular transcriptome. Any imbalance in these processes may lead to abnormal transcriptional activity and thus result in disease state. Distortions of the epigenome have been reported in cancer initiation and progression. DNA methylation and histone modifications are principle components of this epigenome, but more recently it has become clear that microRNAs (miRNAs) are another major component of the epigenome. Interactions of these components are apparent in prostate cancer (CaP), which is the most common non-cutaneous cancer and second leading cause of death from cancer in the USA. Changes in DNA methylation, altered histone modifications and miRNA expression are functionally associated with CaP initiation and progression. Various aspects of the epigenome have also been investigated as biomarkers for different stages of CaP detection, though with limited success. This review aims to summarize key aspects of these mechanistic interactions within the epigenome and to highlight their translational potential as functional biomarkers. To this end, exploration of TCGA prostate cancer data revealed that expression of key CaP miRNAs inversely associate with DNA methylation. Given the importance and prevalence of these epigenetic events in CaP biology it is timely to understand further how different epigenetic components interact and influence each other.