An abundance of experiments have been performed to clarify the differentiation process of mesenchymal stem cells (MSCs). Osteogenic differentiation and in vitro conditions favoring these cell lineages have attracted the attention of many researchers. Moreover, the gene expression profile during MSC differentiation toward its main specialized cells (bone, cartilage, and adipose cells) has been mostly understood. In the last decades another layer of investigation has attempted to clarify the epigenetic mechanisms underlying MSC differentiation into its specialized cells. It has been shown that as MSCs progress through the differentiation process, more nonspecific genes undergo DNA methylation to prevent differentiation into improper cell fates. Moreover, promoters of lineage-specific genes are strongly hypomethylated in MSCs during differentiation. The main objective of this review is to address the role of major epigenetic mechanisms such as DNA methylation, histone modifications, and noncoding RNAs, especially miRNAs, in osteoblastic differentiation of MSCs and to summarize all the previous studies that have determined the epigenetic alterations of the nuclear genome during osteoblastic differentiation of MSCs.