The last few years have witnessed an increasing body of evidence that challenges the traditional view that immunological memory is an exclusive trait of the adaptive immune system. Myeloid cells can show increased responsiveness upon subsequent stimulation with the same or a different stimulus, well after the initial challenge. This de facto innate immune memory has been termed “trained immunity” and is involved in infections, vaccination and inflammatory diseases. Trained immunity is based on two main pillars: the epigenetic and metabolic reprogramming of cells. In this review we discuss the latest insights into the epigenetic mechanisms behind the induction of trained immunity, as well as the role of different cellular metabolites and metabolic networks in the induction, regulation and maintenance of trained immunity. Recent advances in the field of innate immunity have revealed the mechanisms of trained immunity (innate immune memory): namely the epigenetic and metabolic reprogramming of cells. Fanucchi et al. review these advances with deeper insight into the roles of noncoding RNA and genome architecture in the “writing” of trained immunity.