Background— Genome-wide association studies have identified loci influencing circulating lipid concentrations in humans; further information on novel contributing genes, pathways, and biology may be gained through studies of epigenetic modifications. Methods and Results— To identify epigenetic changes associated with lipid concentrations, we assayed genome-wide DNA methylation at cytosine–guanine dinucleotides (CpGs) in whole blood from 2306 individuals from 2 population-based cohorts, with replication of findings in 2025 additional individuals. We identified 193 CpGs associated with lipid levels in the discovery stage ( P <1.08E-07) and replicated 33 (at Bonferroni-corrected P <0.05), including 25 novel CpGs not previously associated with lipids. Genes at lipid-associated CpGs were enriched in lipid and amino acid metabolism processes. A differentially methylated locus associated with triglycerides and high-density lipoprotein cholesterol (HDL-C; cg27243685; P =8.1E-26 and 9.3E-19) was associated with cis -expression of a reverse cholesterol transporter ( ABCG1; P =7.2E-28) and incident cardiovascular disease events (hazard ratio per SD increment, 1.38; 95% confidence interval, 1.15–1.66; P =0.0007). We found significant cis -methylation quantitative trait loci at 64% of the 193 CpGs with an enrichment of signals from genome-wide association studies of lipid levels ( P _TC =0.004, P _HDL-C =0.008 and P _{triglycerides} =0.00003) and coronary heart disease ( P =0.0007). For example, genome-wide significant variants associated with low-density lipoprotein cholesterol and coronary heart disease at APOB were cis -methylation quantitative trait loci for a low-density lipoprotein cholesterol–related differentially methylated locus. Conclusions— We report novel associations of DNA methylation with lipid levels, describe epigenetic mechanisms related to previous genome-wide association studies discoveries, and provide evidence implicating epigenetic regulation of reverse cholesterol transport in blood in relation to occurrence of cardiovascular disease events.