Abstract Background The prevalence of obesity and its related chronic diseases have been increasing especially in Asian countries. Obesity-related genetic variants have been identified, but these explain little of the variation in BMI. Recent studies reported associations between DNA methylation and obesity, mostly in non-Asian populations. Methods We performed an epigenome-wide association study (EWAS) on general adiposity (body mass index, BMI) and abdominal adiposity (waist circumference, WC) in 409 multi-ethnic Asian individuals and replicated BMI and waist-associated DNA methylation CpGs identified in other populations. The cross-lagged panel model and Mendelian randomization were used to assess the temporal relationship between methylation and BMI. The temporal relationship between the identified CpGs and inflammation and metabolic markers was also examined. Results EWAS identified 116 DNA methylation CpGs independently associated with BMI and eight independently associated with WC at false discovery rate P_FDR < 0.05 in 409 Asian samples. We replicated 110 BMI-associated CpGs previously reported in Europeans and identified six novel BMI-associated CpGs and two novel WC-associated CpGs. We observed high consistency in association direction of effect compared to studies in other populations. Causal relationship analyses indicated that BMI was more likely to be the cause of DNA methylation alteration, rather than the consequence. The causal analyses using BMI-associated methylation risk score also suggested that higher levels of the inflammation marker IL-6 were likely the consequence of methylation change. Conclusion Our study provides evidence of an association between obesity and DNA methylation in multi-ethnic Asians and suggests that obesity can drive methylation change. The results also suggested possible causal influence that obesity-related methylation changes might have on inflammation and lipoprotein levels.