In fission yeast, siRNA generated by RNA interference (RNAi) factors plays critical roles in establishment and maintenance of heterochromatin. To achieve efficient siRNA synthesis, RNAi factors assemble on heterochromatin via association with Swi6, a homologue of heterochromatin protein 1 (HP1), and heterochromatic noncoding RNA (hncRNA) retained on chromatin. In addition, spliceosomes formed on hncRNA introns recruit RNAi factors to hncRNA and heterochromatin. Small nuclear RNAs, components of the spliceosome, have a trimethylguanosine (TMG) cap that is generated by Tgs1-dependent hypermethylation of the normal m7G cap; this cap is required for efficient splicing of some mRNAs in budding yeast and Drosophila. In this study, we found that loss of Tgs1 in fission yeast destabilizes centromeric heterochromatin. Tgs1 was required for Swi6-independent siRNA synthesis, as well as for the establishment of centromeric heterochromatin. Loss of Tgs1 affected the splicing efficiency of hncRNA introns in the absence of Swi6. Furthermore, some hncRNAs have a TMG cap, and we found that loss of Tgs1 diminished the chromatin binding of these hncRNAs. Together, these results suggest that the Tgs1-dependent TMG cap plays critical roles in establishment of heterochromatin by ensuring spliceosome-dependent recruitment of RNAi factors and regulating the binding between chromatin and hncRNA.