Abstract DNA methylation is a fundamental epigenetic modification involved in various biological processes and diseases. Analysis of DNA methylation data at a genome-wide and high-throughput level can provide insights into diseases influenced by epigenetics, such as cancer. Recent technological advances have led to the development of high-throughput approaches, such as genome-scale profiling, that allow for computational analysis of epigenetics. Deep learning (DL) methods are essential in facilitating computational studies in epigenetics for DNA methylation analysis. In this systematic review, we assessed the various applications of DL applied to DNA methylation data or multi-omics data to discover cancer biomarkers, perform classification, imputation and survival analysis. The review first introduces state-of-the-art DL architectures and highlights their usefulness in addressing challenges related to cancer epigenetics. Finally, the review discusses potential limitations and future research directions in this field.