The field of molecular biology is advancing fast with new powerful technologies, sequencing methods and analysis software being developed constantly. Commonly used tools originally developed for research on humans and model species are now regularly used in ecological and evolutionary research. There is also a growing interest in the causes and consequences of epigenetic variation in natural populations. Studying ecological epigenetics is currently challenging, especially for vertebrate systems, because of the required technical expertise, complications with analyses and interpretation, and limitations in acquiring sufficiently high sample sizes. Importantly, neglecting the limitations of the experimental setup, technology and analyses may affect the reliability and reproducibility, and the extent to which unbiased conclusions can be drawn from these studies. Here, we provide a practical guide for researchers aiming to study DNA methylation variation in wild vertebrates. We review the technical aspects of epigenetic research, concentrating on DNA methylation using bisulfite sequencing, discuss the limitations and possible pitfalls, and how to overcome them through rigid and reproducible data analysis. This review provides a solid foundation for the proper design of epigenetic studies, a clear roadmap on the best practices for correct data analysis and a realistic view on the limitations for studying ecological epigenetics in vertebrates. This review will help researchers studying the ecological and evolutionary implications of epigenetic variation in wild populations.