DNA methylation, as a key epigenetic modification affecting gene expression, is catalyzed by DNA methyl-transferase (DNMT).DNMT1, DNMT3A, and DNMT3B are the main members of the DNMT family, which have been found to regulate many biological processes. Aberrant DNA methylation in the promoter of tumor suppressor genes is considered a biomarker in cancer. However, no evidence of regulatory mechanisms and pathways relating to DNMTs and immune abnormalities has been provided. Herein, we reported a bioinformatic analysis to explore the effect of DNMTs in pan caner. DNMTs are associated with different expressions and poor prognosis in various cancers, especially in LIHC. In addition, we found that DNMTs expression-correlated genes are involved in pathways related to the cell cycle and epithelial-mesenchymal transition (EMT). DNMTs is significantly related to the expression of major immune checkpoints. Furthermore, DNMTs probably engaged in the process of drug resistance. A risk score based on the expression of DNMTs in LIHC was constructed and found that high risk patients have a poor prognosis. Taken together, our study comprehensively analyzed the DNMT family in pan-cancer and demonstrated that DNMTs could be used as prognosis biomarkers and potential therapeutic targets for the development of drugs.