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SET domain-containing 2 (SETD2) is a methyltransferase that can catalyze the di- and tri-methylation of lysine 36 on histone H3 (H3K36me2/me3). SETD2 frequently mediates H3K36me3 modification to regulate both oocyte maturation and preimplantation embryonic development in mice. However, the specific substrate and function of SETD2 in porcine early embryonic development are still unclear. In this study, SETD2 preferentially catalyzed H3K36me3 to regulate porcine early embryonic development. SETD2 mRNA is dynamically expressed during early embryonic development. Functional studies using an RNA interference (RNAi) approach revealed that the expression levels of SETD2 mRNA were effectively knocked down by siRNA microinjection. Immunofluorescence analysis indicated that <i>SETD2</i> knockdown (KD) did not affect H3K36me2 modification but significantly reduced H3K36me3 levels, suggesting a preferential H3K36me3 recognition of SETD2 in porcine embryos. Furthermore, <i>SETD2</i> KD significantly reduced blastocyst rate and disrupted allocation between inner cell mass (ICM) and trophectoderm (TE) lineage. The expression levels of key genes important for specification of the first two lineages apparently decreased in <i>SETD2</i> KD blastocysts. <i>SETD2</i> KD markedly increased the apoptotic percentage of cells within embryos and altered the expression of pro- and anti-apoptotic genes. Therefore, our data indicate that SETD2 is essential for porcine early embryonic development.