Immune-mediated pulmonary diseases are a group of diseases that resulted from immune imbalance initiated by allergens or of unknown causes. Inflammatory responses without restrictions cause tissue damage and remodeling, which leads to airway hyperactivity, destruction of alveolar architecture, and a resultant loss of lung function. Epigenetic mechanisms have been demonstrated to be involved in inflammation, autoimmunity, and cancer. Recent studies have identified that epigenetic changes also regulate molecular pathways in immune-mediated lung diseases. Aberrant DNA methylation status, dysregulation of histone modifications, as well as altered microRNAs expression could change transcription activity of genes involved in the development of immune-mediated pulmonary diseases, which contributes to skewed differentiation of T cells and proliferation and activation of myofibroblasts, leading to overproduction of inflammatory cytokines and excessive accumulation of extracellular matrix, respectively. Aside from this, epigenetics also explains how environmental exposure influence on gene transcription without genetic changes. It acts as a mediator of the interaction between environmental factors and genetic factors. Identification of the abnormal epigenetic marks in diseases provides novel biomarkers for prediction and diagnosis and affords novel therapeutic targets for those difficult clinical problems, such as steroid-resistance and rapidly progressing fibrosis. In this review, we summarized the latest experimental and translational epigenetic studies in immune-mediated pulmonary diseases, including asthma, idiopathic pulmonary fibrosis, tuberculosis, sarcoidosis, and silicosis.