Hyperglycaemia and type 2 diabetes (T2D) are associated with impaired insulin secretion and/or insulin action. Since few studies have addressed the relation between DNA methylation patterns with elaborated surrogates of insulin secretion/sensitivity based on the intravenous glucose tolerance test (IVGTT), the aim of this study was to evaluate the association between DNA methylation and an insulin sensitivity index based on IVGTT (calculated insulin sensitivity index (CSi)) in peripheral white blood cells from 57 non-diabetic female volunteers. The CSi and acute insulin response (AIR) indexes, as well as the disposition index (DI = CSi × AIR), were estimated from abbreviated IVGTT in 49 apparently healthy Chilean women. Methylation levels were assessed using the Illumina Infinium Human Methylation 450k BeadChip. After a statistical probe filtering, the two top CpGs whose methylation was associated with CSi were cg04615668 and cg07263235, located in the catenin delta 2 (CTNND2) and lipoprotein lipase (LPL) genes, respectively. Both CpGs conjointly predicted insulin sensitivity status with an area under the curve of 0.90. Additionally, cg04615668 correlated with homeostasis model assessment insulin-sensitivity (HOMA-S) and AIR, whereas cg07263235 was associated with plasma creatinine and DI. These results add further insights into the epigenetic regulation of insulin sensitivity and associated complications, pointing the CTNND2 and LPL genes as potential underlying epigenetic biomarkers for future risk of insulin-related diseases.