Epigenetic changes may contribute substantially to risks of diseases of aging. Previous studies reported seven methylation variable positions (MVPs) robustly associated with incident type 2 diabetes mellitus (T2DM). However, their causal roles in T2DM are unclear. In an incident T2DM case-cohort study nested within the population-based European Prospective Investigation into Cancer and Nutrition (EPIC)-Norfolk cohort, we used whole blood DNA collected at baseline, up to 11 years before T2DM onset, to investigate the role of methylation in the etiology of T2DM. We identified 15 novel MVPs with robust associations with incident T2DM and robustly confirmed three MVPs identified previously (near to TXNIP, ABCG1, and SREBF1). All 18 MVPs showed directionally consistent associations with incident and prevalent T2DM in independent studies. Further conditional analyses suggested that the identified epigenetic signals appear related to T2DM via glucose and obesity-related pathways acting before the collection of baseline samples. We integrated genome-wide genetic data to identify methylation-associated quantitative trait loci robustly associated with 16 of the 18 MVPs and found one MVP, cg00574958 at CPT1A, with a possible direct causal role in T2DM. None of the implicated genes were previously highlighted by genetic association studies, suggesting that DNA methylation studies may reveal novel biological mechanisms involved in tissue responses to glycemia.