Exhaustion is a state of CD8 T cell differentiation that occurs in settings of chronic Ag such as tumors, chronic viral infection, and autoimmunity. Cellular differentiation is driven by a series of environmental signals that promote epigenetic landscapes that set transcriptomes needed for function. For CD8 T cells, the epigenome that underlies exhaustion is distinct from effector and memory cell differentiation, suggesting that signals early on set in motion a process where the epigenome is modified to promote a trajectory toward a dysfunctional state. Although we know many signals that promote exhaustion, putting this in the context of the epigenetic changes that occur during differentiation has been less clear. In this review, we aim to summarize the epigenetic changes associated with exhaustion in the context of signals that promote it, highlighting immunotherapeutic studies that support these observations or areas for future therapeutic opportunities.