A more thorough understanding of the differences in DNA methylation (DNAm) profiles in populations may hold promise for identifying molecular mechanisms through which genetic and environmental factors jointly contribute to human diseases. Inflammation is a key molecular mechanism underlying several chronic diseases including cardiovascular disease, and it affects DNAm profile on both global and locus-specific levels. To understand the impact of inflammation on the DNAm of the human genome, we investigated DNAm profiles of peripheral blood leukocytes from 966 African American participants in the Genetic Epidemiology Network of Arteriopathy (GENOA) study. By testing the association of DNAm sites on CpG islands of over 14,000 genes with C-reactive protein (CRP), an inflammatory biomarker of cardiovascular disease, we identified 257 DNAm sites in 240 genes significantly associated with serum levels of CRP adjusted for age, sex, body mass index and smoking status, and corrected for multiple testing. Of the significantly associated DNAm sites, 80.5% were hypomethylated with higher CRP levels. The most significant Gene Ontology terms enriched in the genes associated with the CRP levels were immune system process, immune response, defense response, response to stimulus, and response to stress, which are all linked to the functions of leukocytes. While the CRP-associated DNAm may be cell-type specific, understanding the DNAm association with CRP in peripheral blood leukocytes of multi-ethnic populations can assist in unveiling the molecular mechanism of how the process of inflammation affects the risks of developing common disease through epigenetic modifications.