The calcitonin gene-related peptide (CGRP) is implicated in the pathogenesis of several pain-related syndromes, including migraine. Targeting CGRP and its receptor by their antagonists and antibodies was a breakthrough in migraine therapy, but the need to improve efficacy and limit the side effects of these drugs justify further studies on the regulation of CGRP in migraine. The expression of the CGRP encoding gene, , is modulated by epigenetic modifications, including the DNA methylation, histone modification, and effects of micro RNAs (miRNAs), circular RNAs, and long-coding RNAs (lncRNAs). On the other hand, CGRP can change the epigenetic profile of neuronal and glial cells. The promoter of the gene has two CpG islands that may be specifically methylated in migraine patients. DNA methylation and lncRNAs were shown to play a role in the cell-specific alternative splicing of the primary transcript. CGRP may be involved in changes in neural cytoarchitecture that are controlled by histone deacetylase 6 (HDAC6) and can be related to migraine. Inhibition of HDAC6 results in reduced cortical-spreading depression and a blockade of the CGRP receptor. CGRP levels are associated with the expression of several miRNAs in plasma, making them useful peripheral markers of migraine. The fundamental role of CGRP in inflammatory pain transmission may be epigenetically regulated. In conclusion, epigenetic connections of CGRP should be further explored for efficient and safe antimigraine therapy.