Certain noncoding RNAs (ncRNAs) implicated in the regulation of chromatin structure associate with chromatin. During the formation of RNAi-directed heterochromatin in fission yeast, ncRNAs transcribed from heterochromatin are thought to recruit the RNAi machinery to chromatin for the formation of heterochromatin; however, the molecular details of this association are not clear. Here, using RNA immunoprecipitation assay, we showed that the heterochromatic ncRNA was associated with chromatin via the formation of a DNA-RNA hybrid and bound to the RNA-induced transcriptional silencing (RITS) complex. The presence of DNA-RNA hybrid in the cell was also confirmed by immunofluorescence analysis using anti-DNA-RNA hybrid antibody. Over-expression and depletion of RNase H in vivo decreased and increased the amount of DNA-RNA hybrid formed, respectively, and both disturbed heterochromatin. Moreover, DNA-RNA hybrid was formed on, and over-expression of RNase H inhibited the formation of, artificial heterochromatin induced by tethering of RITS to mRNA. These results indicate that heterochromatic ncRNAs are retained on chromatin via the formation of DNA-RNA hybrids and provide a platform for the RNAi-directed heterochromatin assembly and suggest that DNA-RNA hybrid formation plays a role in chromatic ncRNA function.