Monozygotic (MZ) twins are partially concordant for most complex diseases, including autoimmune disorders. Whereas phenotypic concordance can be used to study heritability, discordance suggests the role of non-genetic factors. In autoimmune diseases, environmentally driven epigenetic changes are thought to contribute to their etiology. Here we report the first high-throughput and candidate sequence analyses of DNA methylation to investigate discordance for autoimmune disease in twins. We used a cohort of MZ twins discordant for three diseases whose clinical signs often overlap: systemic lupus erythematosus (SLE), rheumatoid arthritis, and dermatomyositis. Only MZ twins discordant for SLE featured widespread changes in the DNA methylation status of a significant number of genes. Gene ontology analysis revealed enrichment in categories associated with immune function. Individual analysis confirmed the existence of DNA methylation and expression changes in genes relevant to SLE pathogenesis. These changes occurred in parallel with a global decrease in the 5-methylcytosine content that was concomitantly accompanied with changes in DNA methylation and expression levels of ribosomal RNA genes, although no changes in repetitive sequences were found. Our findings not only identify potentially relevant DNA methylation markers for the clinical characterization of SLE patients but also support the notion that epigenetic changes may be critical in the clinical manifestations of autoimmune disease.