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Magnetic binary oxides with cubic rocksalt structure are the best candidates in which to experimentally investigate the accuracy of the new mechanisms proposed for the electronic behavior under complex condition. Recently, the effect of strain on the lattice dynamics of magnetic binary oxides attracted a huge attention due to the theoretically predicted emergent phenomena, e.g. colossal dielectric permittivity, ferroelectricity and multiferroicity under epitaxial strain. Moreover, the idea of a purely magnetic order-induced anisotropy in the phonon properties put forth by Massidda et al., demonstrated the substantial contribution of spin-phonon interaction in the lattice dynamics of this group of materials. Since then, there has been increasing interest in spin-phonon coupling within the context of magnetoelectric multiferroics and spintronics, but the mechanisms underlying this phenomenon remained unclear. Luo et al. proposed for the binary oxides that the actual size of the exchange-driven phonon splitting is solely determined in sign and magnitude by the non-dominant exchange J1, while the contributions of the dominant superexchange coupling J2 are canceled. Their idea was experimentally confirmed by Kant et al.. On the other hand, using an ab initio study, Fischer et al. calculated the effect of hydrostatic pressure on the J1 in transition metal monoxides. Consequently, strain can directly affect the lattice dynamics of binary oxide through influence on phonon modes and indirectly on magnetic exchange interaction J1.Here, the recent progress in the pulsed laser deposition and the effect of epitaxial strain on the dielectric properties, lattice dynamics and spin-phonon interaction of three magnetic binary oxides ith different chemical stabilities in ambient condition, i.e. NiO, MnO and EuO will be presented.