Epigenetic alterations are a common hallmark of human cancer. Single epigenetic markers are starting to be incorporated into clinical practice; however, the translational use of these biomarkers has not been validated at the 'omics' level. The identification of the tissue of origin in patients with cancer of unknown primary (CUP) is an example of how epigenomics can be incorporated in clinical settings, addressing an unmet need in the diagnostic and clinical management of these patients. Despite the great diagnostic advances made in the past decade, the use of traditional diagnostic procedures only enables the tissue of origin to be determined in ∼30% of patients with CUP. Thus, development of molecularly guided diagnostic strategies has emerged to complement traditional procedures, thereby improving the clinical management of patients with CUP. In this Review, we present the latest data on strategies using epigenetics and other molecular biomarkers to guide therapeutic decisions involving patients with CUP, and we highlight areas warranting further research to engage the medical community in this unmet need.