Multiple Sclerosis (MS) is a chronic inflammatory disease and a leading cause of progressive neurological disability among young adults. DNA methylation, which intersects genes and environment to control cellular functions on a molecular level, may provide insights into MS pathogenesis. We measured DNA methylation in CD4+ T cells (n = 31), CD8+ T cells (n = 28), CD14+ monocytes (n = 35) and CD19+ B cells (n = 27) from relapsing-remitting (RRMS), secondary progressive (SPMS) patients and healthy controls (HC) using Infinium HumanMethylation450 arrays. Monocyte (n = 25) and whole blood (n = 275) cohorts were used for validations. B cells from MS patients displayed most significant differentially methylated positions (DMPs), followed by monocytes, while only few DMPs were detected in T cells. We implemented a non-parametric combination framework (omicsNPC) to increase discovery power by combining evidence from all four cell types. Identified shared DMPs co-localized at MS risk loci and clustered into distinct groups. Functional exploration of changes discriminating RRMS and SPMS from HC implicated lymphocyte signaling, T cell activation and migration. SPMS-specific changes, on the other hand, implicated myeloid cell functions and metabolism. Interestingly, neuronal and neurodegenerative genes and pathways were also specifically enriched in the SPMS cluster. We utilized a statistical framework (omicsNPC) that combines multiple layers of evidence to identify DNA methylation changes that provide new insights into MS pathogenesis in general, and disease progression, in particular. FUND: This work was supported by the Swedish Research Council, Stockholm County Council, AstraZeneca, European Research Council, Karolinska Institutet and Margaretha af Ugglas Foundation.