DNA damage response (DDR) signaling network is initiated to protect cells from various exogenous and endogenous damage resources. Timely and accurate regulation of DDR proteins is required for distinct DNA damage repair pathways. Post-translational modifications of histone and non-histone proteins play a vital role in the DDR factor foci formation and signaling pathway. Phosphorylation, ubiquitylation, SUMOylation, neddylation, poly(ADP-ribosyl)ation, acetylation, and methylation are all involved in the spatial–temporal regulation of DDR, among which phosphorylation and ubiquitylation are well studied. Studies in the past decade also revealed extensive roles of lysine methylation in response to DNA damage. Lysine methylation is finely regulated by plenty of lysine methyltransferases, lysine demethylases, and can be recognized by proteins with chromodomain, plant homeodomain, Tudor domain, malignant brain tumor domain, or proline–tryptophan–tryptophan–proline domain. In this review, we outline the dynamics and regulation of histone lysine methylation at canonical (H3K4, H3K9, H3K27, H3K36, H3K79, and H4K20) and non-canonical sites after DNA damage, and discuss their context-specific functions in DDR protein recruitment or extraction, chromatin environment establishment, and transcriptional regulation. We also present the emerging advances of lysine methylation in non-histone proteins during DDR.