Considering each occurrence of a word w in a recurrentinfinite word, we define the setof return words of w to be the set of all distinct words beginningwith an occurrence of wand ending exactly just before the next occurrence of w in the infiniteword. We give a simpler proof of therecent result (of the second author) that an infinite word is Sturmianif and only if each of its factors has exactly two return words in it.Then, considering episturmian infinite words, which are a naturalgeneralization of Sturmian words,we study the position of the occurrences of any factorin such infinite wordsand we determinate the return words. At last, we apply these results inorder to get a kind of balance property ofepisturmian words and to calculate the recurrence function of thesewords.