Understanding embryonic stem cell (ESC) fate decision between self-renewal and proper differentiation is important for developmental biology and regenerative medicine. Attentions have focused on underlying mechanisms involving histone modifications (HMs), alternative pre-mRNA splicing (AS), and cell-cycle progression. However, their intricate interrelations and joint contributions to ESC fate decision remain unclear. We performed integrative analyses on transcriptomic and epigenomic data derived from human ESC (hESC) and five types of differentiated cells. We identified thousands of AS exons and revealed their development-and lineage-dependent characterizations. Following the observation that dynamic HM changes predominantly occur in AS exons upon hESCs differentiation, we identified 3 of 16 investigated HMs (H3K36me3, H3K27ac, and H4K8ac) that are strongly associated with 52.8% of hESC differentiation-related AS events. Further analyses showed that the HM-associated AS genes predominantly function in G2/M phases and ATM/ATR-mediated DNA damage response pathway for cell differentiation, whereas HM-unassociated AS genes enrich in G1 phase and pathways for self-renewal. These results imply a potential epigenetic mechanism by which some HMs contribute to ESC fate decision through the AS regulation of specific pathways and cell-cycle genes. We exemplified the potential mechanism by a cell cycle-related transcription factor, PBX1, which regulates the pluripotency regulatory network by binding to NANOG. We found that the isoform switch between PBX1a and PBX1b is strongly associated with H3K36me3 alteration and implicated in hESC fate determination. Supported by extended dataset from Roadmap/ENCODE projects, we identified the alternative splicing of PBX1 as a novel candidate linking H3K36me3 to embryonic stem cell fate decision.