DNA methylation is an important mechanism by which gene transcription and hence cellular function are regulated. Here we provide detailed functional genome-wide methylome maps of five primary peripheral blood leukocyte subsets including T-cells, B-cells, monocytes/macrophages and neutrophils obtained from healthy individuals. A comparison of these methylomes revealed highly specific cell-lineage and cell-subset methylation profiles. DNA hypomethylation is known to be permissive for gene expression and we identified cell subset specific hypomethylated regions (HMRs) that strongly correlate with gene transcription levels suggesting these HMRs may regulate corresponding cell functions. Single nucleotide polymorphisms (SNPs) associated with immune-mediated disease in genome-wide association studies (GWAS) preferentially localised to these cell-specific regulatory HMRs, offering insight into pathogenesis by highlighting cell subsets in which specific epigenetic changes may drive disease. Our data provide a valuable reference tool for researchers aiming to investigate the role of DNA methylation in regulating primary leukocyte function in health and immune mediated disease.