Physical activity confers many health benefits, but the underlying mechanisms require further exploration. In this pilot randomized controlled trial we tested the association between longitudinal measures of DNA methylation and changes in objective measures, including physical activity, weight loss, and C-reactive protein levels in community-dwelling women aged 55 to 70 years. We assessed DNA methylation from 20 healthy postmenopausal women, who did not have a mobility disability and allocated them to a group-based intervention, Everyday Activity Supports You, or a control group (monthly group-based health-related education sessions). The original randomized controlled trial was 6 months in duration and consisted of nine 2-h sessions that focused on reducing sedentary behaviour for the intervention group, or six 1-h sessions that focused on other topics for the control group. We collected peripheral blood mononuclear cells, both at baseline and 6 months later. Samples were processed using the Illumina 450k Methylation array to quantify DNA methylation at >485 000 CpG sites in the genome. There were no significant associations between DNA methylation and physical activity, but we did observe alterations at epigenetic modifications that correlated with change in percent body weight over a 6-month period at 12 genomic loci, 2 of which were located near the previously reported weight-associated genes RUNX3 and NAMPT. We also generated a potential epigenetic predictor of weight loss using baseline DNA methylation at 5 CpG sites. These exploratory findings suggest a potential biological link between body weight changes and epigenetic processes.