Even though the importance of epigenetics was first recognized in light of its role in tissue development, an increasing amount of evidence has shown that it also plays an important role in the development and progression of many common diseases. We discuss some recent findings on one representative epigenetic modification, DNA methylation, in some common diseases. While many new risk factors have been identified through the population-based epigenetic epidemiologic studies on the role of epigenetics in common diseases, this relatively new field still faces many unique challenges. Here, we describe those promises and unique challenges of epigenetic epidemiological studies and propose some potential solutions.