Cells of the immune system are generated through a developmental cascade that begins in haematopoietic stem cells. During this process, gene expression patterns are programmed in a series of stages that bring about the restriction of cell potential, ultimately leading to the formation of specialized innate immune cells and mature lymphocytes that express antigen receptors. These events involve the regulation of both gene expression and DNA recombination, mainly through the control of chromatin accessibility. In this Review, we describe the epigenetic changes that mediate this complex differentiation process and try to understand the logic of the programming mechanism.