Abstract To control genetic background and early life milieu in genome-wide DNA methylation analysis for blood lipids, we recruited Chinese discordant monozygotic twins to explore the relationships between DNA methylations and total cholesterol (TC), high-density lipoprotein cholesterol (HDL-C), low-density lipoprotein cholesterol (LDL-C), and triglycerides (TG). 132 monozygotic (MZ) twins were included with discordant lipid levels and completed data. A linear mixed model was conducted in Epigenome-wide association study (EWAS). Generalized estimating equation model was for gene expression analysis. We conducted Weighted correlation network analysis (WGCNA) to build co-methylated interconnected network. Additional Qingdao citizens were recruited for validation. Inference about Causation through Examination of Familial Confounding (ICE FALCON) was used to infer the possible direction of these relationships. A total of 476 top CpGs reached suggestively significant level (P < 10−4), of which, 192 CpGs were significantly associated with TG (FDR < 0.05). They were used to build interconnected network and highlight crucial genes from WGCNA. Finally, four CpGs in GATA4 were validated as risk factors for TC; six CpGs at ITFG2-AS1 were negatively associated with TG; two CpGs in PLXND1 played protective roles in HDL-C. ICE FALCON indicated abnormal TC was regarded as the consequence of DNA methylation in CpGs at GATA4, rather than vice versa. Four CpGs in ITFG2-AS1 were both causes and consequences of modified TG levels. Our results indicated that DNA methylation levels of 12 CpGs in GATA4, ITFG2-AS1, and PLXND1 were relevant to TC, TG, and HDL-C, respectively, which might provide new epigenetic insights into potential clinical treatment of dyslipidemia.