Excessive weight gain arises from the interactions among environmental factors, genetic predisposition and the individual behavior. However, it is becoming evident that interindividual differences in obesity susceptibility depend also on epigenetic factors. Epigenetics studies the heritable changes in gene expression that do not involve changes to the underlying DNA sequence. These processes include DNA methylation, covalent histone modifications, chromatin folding and, more recently described, the regulatory action of miRNAs and polycomb group complexes. In this review, we focus on experimental evidences concerning dietary factors influencing obesity development by epigenetic mechanisms, reporting treatment doses and durations. Moreover, we present a bioinformatic analysis of promoter regions for the search of future epigenetic biomarkers of obesity, including methylation pattern analyses of several obesity-related genes (epiobesigenes), such as FGF2, PTEN, CDKN1A and ESR1, implicated in adipogenesis, SOCS1/SOCS3, in inflammation, and COX7A1 LPL, CAV1, and IGFBP3, in intermediate metabolism and insulin signalling. The identification of those individuals that at an early age could present changes in the methylation profiles of specific genes could help to predict their susceptibility to later develop obesity, which may allow to prevent and follow-up its progress, as well as to research and develop newer therapeutic approaches.