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Simple Summary Apart from genetic changes, cancer is characterized by epigenetic alterations, which indicate modifications in the DNA (such as DNA methylation) and histones (such as methylation and acetylation), as well as gene expression regulation by non-coding (nc)RNAs. These changes can be used in biological fluids (liquid biopsies) for diagnosis, prognosis and prediction of cancer drug response. Although these alterations are not widely used as biomarkers in the clinical practice yet, increasing number of commercial kits and clinical trials are expected to prove that epigenetic changes are able to offer valuable information for cancer patients. Early alterations in cancer include the deregulation of epigenetic events such as changes in DNA methylation and abnormal levels of non-coding (nc)RNAs. Although these changes can be identified in tumors, alternative sources of samples may offer advantages over tissue biopsies. Because tumors shed DNA, RNA, and proteins, biological fluids containing these molecules can accurately reflect alterations found in cancer cells, not only coming from the primary tumor, but also from metastasis and from the tumor microenvironment (TME). Depending on the type of cancer, biological fluids encompass blood, urine, cerebrospinal fluid, and saliva, among others. Such samples are named with the general term "liquid biopsy" (LB). With the advent of ultrasensitive technologies during the last decade, the identification of actionable genetic alterations (i.e., mutations) in LB is a common practice to decide whether or not targeted therapy should be applied. Likewise, the analysis of global or specific epigenetic alterations may also be important as biomarkers for diagnosis, prognosis, and even for cancer drug response. Several commercial kits that assess the DNA promoter methylation of single genes or gene sets are available, with some of them being tested as biomarkers for diagnosis in clinical trials. From the tumors with highest incidence, we can stress the relevance of DNA methylation changes in the following genes found in LB: SHOX2 (for lung cancer); RASSF1A, RARB2, and GSTP1 (for lung, breast, genitourinary and colon cancers); and SEPT9 (for colon cancer). Moreover, multi-cancer high-throughput methylation-based tests are now commercially available. Increased levels of the microRNA miR21 and several miRNA- and long ncRNA-signatures can also be indicative biomarkers in LB. Therefore, epigenetic biomarkers are attractive and may have a clinical value in cancer. Nonetheless, validation, standardization, and demonstration of an added value over the common clinical practice are issues needed to be addressed in the transfer of this knowledge from "bench to bedside".