Pulmonary exposure to multi-walled carbon nanotubes (MWCNTs) causes inflammation and fibrosis. Our previous work has shown that industrially produced MWCNTs trigger specific changes in gene expression in the lungs of exposed animals. To elucidate whether epigenetic effects play a role for these gene expression changes, we performed whole genome bisulphite sequencing to assess DNA methylation patterns in the lungs 56 days after exposure to MWCNTs. Lung tissues were also evaluated with respect to histopathological changes and cytokine profiling of bronchoalveolar lavage (BAL) fluid was conducted using a multi-plex array. Integrated analysis of transcriptomics data and DNA methylation data revealed concordant changes in gene expression. Functional analysis showed that the muscle contraction, immune system/inflammation, and extracellular matrix pathways were the most affected pathways. Taken together, the present study revealed that MWCNTs exert epigenetic effects in the lungs of exposed animals, potentially driving the subsequent gene expression changes.