Certain noncoding RNAs (ncRNAs) implicated in the regulation of chromatin structure associate with chromatin. During the formation of RNAi-directed heterochromatin in fission yeast, ncRNAs transcribed from heterochromatin are thought to recruit the RNAi machinery to chromatin for the formation of heterochromatin; however, the molecular details of this association are not clear. Here, using RNA immunoprecipitation assay, we showed that the heterochromatic ncRNA was associated with chromatin via the formation of a DNA–RNA hybrid and bound to the RNA-induced transcriptional silencing (RITS) complex. The presence of DNA–RNA hybrid in the cell was also confirmed by immunofluorescence analysis using anti-DNA–RNA hybrid antibody. Over-expression and depletion of RNase H in vivo decreased and increased the amount of DNA–RNA hybrid formed, respectively, and both disturbed heterochromatin. Moreover, DNA–RNA hybrid was formed on, and over-expression of RNase H inhibited the formation of, artificial heterochromatin induced by tethering of RITS to mRNA. These results indicate that heterochromatic ncRNAs are retained on chromatin via the formation of DNA–RNA hybrids and provide a platform for the RNAi-directed heterochromatin assembly and suggest that DNA–RNA hybrid formation plays a role in chromatic ncRNA function.