Osteosarcoma is the most common malignant primary bone tumor in children and adolescents. While clinical outcomes have improved, the 5-year survival rate is only around 60% if discovered early and can require debilitating treatments, such as amputations. A better understanding of the disease could lead to better clinical outcomes for patients with osteosarcoma. One promising avenue of osteosarcoma research is in the field of epigenetics. This research investigates changes in genetic expression that occur above the genome rather than in the genetic code itself. The epigenetics of osteosarcoma is an active area of research that is still not fully understood. In a narrative review, we examine recent advances in the epigenetics of osteosarcoma by reporting biomarkers of DNA methylation, histone modifications, and non-coding RNA associated with disease progression. We also show how cancer tumor epigenetic profiles are being used to predict and improve patient outcomes. The papers in this review cover a large range of epigenetic target genes and pathways that modulate many aspects of osteosarcoma, including but not limited to metastases and chemotherapy resistance. Ultimately, this review will shed light on the recent advances in the epigenetics of osteosarcoma and illustrate the clinical benefits of this field of research.