Transcriptional memory allows certain genes to respond to previously experienced signals more robustly. However, whether and how the key proinflammatory cytokine TNF-α mediates transcriptional memory are poorly understood. Using HEK293F cells as a model system, we report that sustained TNF-α stimulation induces transcriptional memory dependent on TET enzymes. The hypomethylated status of transcriptional regulatory regions can be inherited, facilitating NF-kB binding and more robust subsequent activation. A high initial methylation level and CpG density around kB sites are correlated with the functional potential of transcriptional memory modules. Interestingly, the CALCB gene, encoding the proven migraine therapeutic target CGRP, exhibits the best transcriptional memory. A neighboring primate-specific endogenous retrovirus stimulates more rapid, more strong, and at least 100-fold more sensitive CALCB induction in subsequent TNF-α stimulation. Our study reveals that TNF-α-mediated transcriptional memory is governed by active DNA demethylation and greatly sensitizes memory genes to much lower doses of inflammatory cues.