Male infertility represents a complex clinical condition that often challenges the ability of reproductive specialists to find its etiology and then propose an adequate treatment. The unexplained decline in sperm count, as well as the association between male infertility and mortality, morbidity, and cancer, has prompted researchers toward an urgent need to better understand the causes of male infertility. Therefore, molecular biologists are increasingly trying to study whether sperm epigenetic alterations may be involved in male infertility and embryo developmental abnormalities. In this context, research is also trying to uncover the hidden role of sperm RNAs, both coding and non-coding. This narrative review aims to thoroughly and comprehensively present the relationship between sperm epigenetics, sperm RNAs, and human fertility. We first focused on the technological aspects of studying sperm epigenetics and RNAs, relating to the complex role(s) played in sperm maturation, fertilization, and embryo development. Then, we examined the intricate connections between epigenetics and RNAs with fertility measures, namely sperm concentration, embryo growth and development, and live birth rate, in both animal and human studies. A better understanding of the molecular mechanisms involved in sperm epigenetic regulation, as well as the impact of RNA players, will help to tackle infertility.