In recent decades, discoveries of socially learned behaviours in various animal species have challenged the belief that culture is uniquely human. Cultural repertoires can influence access to resources and fitness across species, impacting individuals' environmental niches and social dynamics. Such behaviours may induce potentially reversible changes in gene expression via epigenetic mechanisms like DNA methylation, thus capturing cultural behaviour on a molecular level. We investigated the relationship between a culturally transmitted foraging behaviour, involving use of marine sponges as tools, and skin DNA methylation patterns at 29,812 CpG sites in Indo-Pacific bottlenose dolphins (Tursiops aduncus) in Shark Bay, Western Australia. Dolphins using sponges as foraging tools (‘spongers’) show differences in diet, social metrics, and survival compared to ‘non-sponging’ dolphins. Machine learning models from DNA methylation patterns achieved an area under the curve (AUC) of 0.68 to distinguish between spongers (N = 23) and non-spongers (N = 73). Permutation tests indicated a notable improvement over random classification, suggesting that cultural behaviours can affect epigenetic marks. By shedding light on the nexus between epigenetics and cultural evolution, our study opens a promising avenue of research on the molecular underpinnings of cultural practices, important to the biology of humans and other animal systems.