Epigenetic mechanisms, including DNA methylation and histone modifications, might be involved in the regulation of blood lipid concentration variability and may thereby affect cardiovascular health. We aimed to systematically review studies investigating the association between epigenetic marks and plasma concentrations of triacylglycerol, total cholesterol, low-density lipoprotein-cholesterol, and high-density lipoprotein-cholesterol. Six medical databases were searched until September 3rd 2015, reference lists were screened, and experts in the field were contacted. Of the 757 identified references, 31 articles reporting on 23 unique studies met all inclusion criteria. These studies included data on 8027 unique participants. Overall, no consistent associations were observed between global DNA methylation and blood lipids. Candidate gene and epigenome-wide association studies reported epigenetic regulation of several genes to be related with blood lipids, of which results for ABCG1, CPT1A, TNNT1, MIR33B, SREBF1, and TNIP were replicated. To date, no studies have been performed on histone modification in relation to blood lipids. To conclude, promising results have been reported in the field of epigenetics and dyslipidaemia, however, further rigorous studies are needed to expand our understanding on the role of epigenetics in regulating human's blood lipid levels and its effects on health and disease.