The debate upon the relative importance of nature vs nurture in the development of human behaviour can be traced back to ancient times. Traditional epidemiology and genetic epidemiology have confirmed the association of environmental and genetic factors with behavioural traits. Current genomic studies are identifying genetic variants associated with various behavioural traits. However, exploring the relationship of abundant environmental factors with the complex epigenome that mediates human behaviour is just at its beginning. Identical twins can serve as perfect experiments for studying the environmental impact on behavioural epigenetics advantaged by enriched power in association analysis due to controlling of their genetic make-ups. Recent development in causal inference using twin-based models adds more values in twins. This review briefly introduces the various approaches in making use of twins in studying behavioural epigenetics from experiment design to practical applications. Exploring the epigenome of twins using the powerful twin-based study designs and analytical approaches will help identifying causal epigenetic markers mediating environmental exposures and behavioural traits enabling both pharmaceutical intervention and effective prevention.