ABSTRACT Air pollution might affect atherosclerosis through DNA methylation changes in cells crucial to atherosclerosis, such as monocytes. We conducted an epigenome-wide study of DNA methylation in CD14+ monocytes and long-term ambient air pollution exposure in adults participating in the Multi-Ethnic Study of Atherosclerosis (MESA). We also assessed the association between differentially methylated signals and cis-gene expression. Using spatiotemporal models, one-year average concentrations of outdoor fine particulate matter (PM2.5) and oxides of nitrogen (NOX) were estimated at participants’ homes. We assessed DNA methylation and gene expression using Illumina 450k and HumanHT-12 v4 Expression BeadChips, respectively (n = 1,207). We used bump hunting and site-specific approaches to identify differentially methylated signals (false discovery rate of 0.05) and used linear models to assess associations between differentially methylated signals and cis-gene expression. Four differentially methylated regions (DMRs) located on chromosomes 5, 6, 7, and 16 (within or near SDHAP3, ZFP57, HOXA5, and PRM1, respectively) were associated with PM2.5. The DMRs on chromosomes 5 and 6 also associated with NOX. The DMR on chromosome 5 had the smallest p-value for both PM2.5 (p = 1.4×10−6) and NOX (p = 7.7×10−6). Three differentially methylated CpGs were identified for PM2.5, and cg05926640 (near TOMM20) had the smallest p-value (p = 5.6×10−8). NOX significantly associated with cg11756214 within ZNF347 (p = 5.6×10−8). Several differentially methylated signals were also associated with cis-gene expression. The DMR located on chromosome 7 was associated with the expression of HOXA5, HOXA9, and HOXA10. The DMRs located on chromosomes 5 and 16 were associated with expression of MRPL36 and DEXI, respectively. The CpG cg05926640 was associated with expression of ARID4B, IRF2BP2, and TOMM20. We identified differential DNA methylation in monocytes associated with long-term air pollution exposure. Methylation signals associated with gene expression might help explain how air pollution contributes to cardiovascular disease.