Multiple sclerosis (MS) is characterized by a targeted attack on oligodendroglia (OLG) and myelin by immune cells, which are thought to be the main drivers of MS susceptibility. We found that immune genes exhibit a primed chromatin state in single mouse and human OLG in a non-disease context, compatible with transitions to immune-competent states in MS. We identified BACH1 and STAT1 as transcription factors involved in immune gene regulation in oligodendrocyte precursor cells (OPCs). A subset of immune genes presents bivalency of H3K4me3/H3K27me3 in OPCs, with Polycomb inhibition leading to their increased activation upon interferon gamma (IFN-γ) treatment. Some MS susceptibility single-nucleotide polymorphisms (SNPs) overlap with these regulatory regions in mouse and human OLG. Treatment of mouse OPCs with IFN-γ leads to chromatin architecture remodeling at these loci and altered expression of interacting genes. Thus, the susceptibility for MS may involve OLG, which therefore constitutes novel targets for immunological-based therapies for MS.