The ultra-high dimensionality and high correlations that characterize omics data have hindered the precise quantification of mediated effects. Several methods have been proposed to deal with mediation in high-dimensional settings, including methods that incorporate dimensionality reduction techniques to the mediation algorithm. Although important methodological advances have been conducted in the previous years, key challenges such as the development of sensitivity analyses, dealing with mediator-mediator interactions, including environmental mixtures as exposures, or the integration of different omic data should be the focus of future methodological developments for epigenomic mediation analysis.