The formation of R-loops is a natural consequence of the transcription process, caused by invasion of the DNA duplex by nascent transcripts. These structures have been considered rare transcriptional by-products with potentially harmful effects on genome integrity owing to the fragility of the displaced DNA coding strand. However, R-loops may also possess beneficial effects, as their widespread formation has been detected over CpG island promoters in human genes. Furthermore, we have previously shown that R-loops are particularly enriched over G-rich terminator elements. These facilitate RNA polymerase II (Pol II) pausing before efficient termination. Here we reveal an unanticipated link between R-loops and RNA-interference-dependent H3K9me2 formation over pause-site termination regions in mammalian protein-coding genes. We show that R-loops induce antisense transcription over these pause elements, which in turn leads to the generation of double-stranded RNA and the recruitment of DICER, AGO1, AGO2 and the G9a histone lysine methyltransferase. Consequently, an H3K9me2 repressive mark is formed and heterochromatin protein 1γ (HP1γ) is recruited, which reinforces Pol II pausing before efficient transcriptional termination. We predict that R-loops promote a chromatin architecture that defines the termination region for a substantial subset of mammalian genes.