Silencing of genes on one of the two female X chromosomes early in development helps balance expression of X-linked genes between XX females and XY males and involves chromosome-wide changes in histone variants and modifications. Mouse female embryonic stem (ES) cells have two active Xs, one of which is silenced on differentiation, and provide a powerful model for studying the dynamics of X inactivation. Here, we use immunofluorescence microscopy of metaphase chromosomes to study changes in H3 mono-, di- or tri-methylated at lysine 4 (H3K4mel, -2 or -3) on the inactivating X (Xi) in female ES cells. H3K4me3 is absent from Xi in approximately 25% of chromosome spreads by day 2 of differentiation and in 40-50% of spreads by days 4-6, making it one of the earliest detectable changes on Xi. In contrast, loss of H3K4me2 occurs 1-2 days later, when histone acetylation also diminishes. Remarkably, H3K4mel is depleted on both (active) X chromosomes in undifferentiated female ES cells, and on the single X in males, and remains depleted on Xi. Consistent with this, chromatin immunoprecipitation reveals differentiation-related reductions in H3K4me2 and H3K4me3 at the promoter regions of genes undergoing X-inactivation in female ES cells, but no comparable change in H3K4me1.