As it is well known, proper exercise benefits our mind and body, especially the skeletal muscle. Exercise increases the capacity of muscle metabolism, enhances the biological function of mitochondria, regulates the transformation of muscle fiber types and increases the muscle power. In recent years, more and more researches show that epigenetic regulation plays an important role in strengthening the muscle, and these studies mainly include DNA methylation, histone modification, and regulation of miRNA expression. In order to adapt to the body movement, these three epigenetic patterns change the metabolic capacity of skeletal muscle, mitochondrial biological function and muscle fiber types by regulating the gene expression of skeletal muscle. In this review, we summarize research progresses of exercise-induced epigenetic regulation of gene expression of skeletal muscle, in order to provide a reference for further studies of how sports improve our body health.