Previous studies have established an important role of histone acetylation in transcriptional control by nuclear hormone receptors. With chromatin immunoprecipitation assays, we have now investigated whether histone methylation and phosphorylation are also involved in transcriptional regulation by thyroid hormone receptor (TR). We found that repression by unliganded TR is associated with a substantial increase in methylation of H3 lysine 9 (H3-K9) and a decrease in methylation of H3 lysine 4 (H3-K4), methylation of H3 arginine 17 (H3-R17), and a dual modification of phosphorylation of H3 serine 10 and acetylation of lysine 14 (pS10/acK14). On the other hand, transcriptional activation by liganded TR is coupled with a substantial decrease in both H3-K4 and H3-K9 methylation and a robust increase in H3-R17 methylation and the dual modification of pS10/acK14. Trichostatin A treatment results in not only histone hyperacetylation but also an increase in methylation of H3-K4, increase in dual modification of pS10/acK14, and reduction in methylation of H3-K9, revealing an extensive interplay between histone acetylation, methylation, and phosphorylation. In an effort to understand the underlying mechanism for an increase in H3-K9 methylation during repression by unliganded TR, we demonstrated that TR interacts in vitro with an H3-K9-specific histone methyltransferase (HMT), SUV39H1. Functional analysis indicates that SUV39H1 can facilitate repression by unliganded TR and in so doing requires its HMT activity. Together, our data uncover a novel role of H3-K9 methylation in repression by unliganded TR and provide strong evidence for the involvement of multiple distinct histone covalent modifications (acetylation, methylation, and phosphorylation) in transcriptional control by nuclear hormone receptors.