Exerkines are exercise-induced signaling molecules secreted by skeletal muscle, adipose tissue, and other organs, playing crucial roles in metabolic, cardiovascular, and cognitive regulation. Recent studies have uncovered that epigenetic mechanisms—including DNA methylation, histone modifications, and non-coding RNAs—serve as pivotal regulators of exerkine expression and secretion. This review highlights how DNA methylation dynamically alters the expression of key exerkines such as Irisin, IL-6, BDNF, and FGF21; how histone acetylation, methylation, and lactylation modulate genes like Myostatin and IL-6; and how various non-coding RNAs (miRNAs, lncRNAs, and circRNAs) influence the post-transcriptional regulation and extracellular vesicle-mediated transport of exerkines. These epigenetic modifications act as molecular bridges connecting physical exercise to long-term physiological adaptation and disease prevention. Understanding these regulatory networks provides valuable insight into the mechanisms by which exercise exerts health-promoting effects and opens new avenues for therapeutic strategies in metabolic and neurological disorders.