Epigenetic therapy is an emerging field in the treatment of human cancer, including hematologic malignancies. This class of therapeutic agents approved by the US Food and Drug Administration for cancer treatment includes DNA hypomethylating agents, histone deacetylase inhibitors, IDH1/2 inhibitors, EZH2 inhibitors, and numerous preclinical targets/agents. Most studies measuring the biological effects of epigenetic therapy focus their attention on either their direct cytotoxic effects on malignant cells or their effects on modifying tumor cell antigen expression, exposing them to immune surveillance mechanisms. However, a growing body of evidence suggests that epigenetic therapy also has effects on the development and function of the immune system, including natural killer cells, which can alter their response to cancer cells. In this review, we summarize the body of literature studying the effects of different classes of epigenetic therapy on the development and/or function of natural killer cells.