This study synthesizes current knowledge on the epigenetic regulation of drought adaptation in wild grass species, with emphasis on DNA methylation, RNA-directed DNA methylation, histone modifications, chromatin accessibility, non-coding RNAs, and stress memory. We argue that epigenetic regulation should be treated not as an isolated molecular layer, but as part of a molecular ecology framework in which repeat-rich grass genomes, local climatic heterogeneity, transposable element control, developmental state, and population history jointly shape drought-responsive phenotypes. Mechanistically, the strongest conserved themes are: maintenance and remodeling of CG, CHG, and CHH methylation by MET1, CMT/SUVH, and RdDM pathways; dynamic coupling between DNA methylation and heterochromatin marks such as H3K9 methylation; the involvement of active chromatin states and accessibility changes in rapid stress-responsive transcription; and the potential for within-generation and, in some cases, transgenerational stress memory. From a molecular ecology perspective, we propose that the next generation of studies in wild grasses should combine environmental gradient sampling, common gardens, reciprocal transplants, and multi-omics assays such as whole-genome bisulfite sequencing, ATAC-seq, ChIP-seq or CUT&Tag, RNA-seq, and small RNA-seq. We then develop a detailed case analysis for Setaria viridis as an ideal wild-grass model for drought epigenomics and outline a publication-ready workflow integrating WGBS, ATAC-seq, histone profiling, and transcriptomics. Finally, we discuss how epigenetic knowledge can inform conservation genomics, restoration, epibreeding, and targeted epigenome editing, while also emphasizing key limitations, including causality, tissue heterogeneity, epigenetic resetting, and the still-limited number of direct field-based studies in natural wild-grass populations. Together, the evidence supports a transition from correlative stress epigenetics to predictive eco-epigenomics for dryland conservation and climate-resilient grass improvement.