Epigenetics encompasses a suite of mechanisms for potential adaptation to rapidly changing environments. We propose that past mammal populations from the Quaternary (the current geological period characterised by dramatic climate oscillations) represent a unique model to study the epigenetic response to environmental cues, and its role in adaptation and extinction. Statistical methods have been developed recently to infer the methylation status of cytosines from ancient mammalian genome datasets, albeit at a relatively low resolution. On the other hand, experimental studies of ancient DNA methylation are impaired by a combination of pronounced DNA degradation and low levels of endogenous DNA in sub-fossil remains. Thus, empirical studies are restricted to a limited number of target loci and a small sample size. Here we present a method to perform whole-genome bisulfite sequencing of ancient DNA extracts. To demonstrate the power of this method, we characterised methylomes from extinct and modern bison from North America, spanning a time range of more than 50,000 years that include key climate cooling and warming events. In conclusion, we developed a method that improves whole-genome bisulfite sequencing data quality and quantity for modern samples, but also provides a unique opportunity to study methylomes from extinct mammals at an unprecedented level of resolution.