Although expression quantitative trait loci (eQTLs) have been powerful in identifying susceptibility genes from genome-wide association study (GWAS) findings, most trait-associated loci are not explained by eQTLs alone. Alternative QTLs, including DNA methylation QTLs (meQTLs), are emerging, but cell-type-specific meQTLs using cells of disease origin have been lacking. Here, we established an meQTL dataset by using primary melanocytes from 106 individuals and identified 1,497,502 significant cis-meQTLs. Multi-QTL colocalization with meQTLs, eQTLs, and mRNA splice-junction QTLs from the same individuals together with imputed methylome-wide and transcriptome-wide association studies identified candidate susceptibility genes at 63% of melanoma GWAS loci. Among the three molecular QTLs, meQTLs were the single largest contributor. To compare melanocyte meQTLs with those from malignant melanomas, we performed meQTL analysis on skin cutaneous melanomas from The Cancer Genome Atlas (n = 444). A substantial proportion of meQTL probes (45.9%) in primary melanocytes is preserved in melanomas, while a smaller fraction of eQTL genes is preserved (12.7%). Integration of melanocyte multi-QTLs and melanoma meQTLs identified candidate susceptibility genes at 72% of melanoma GWAS loci. Beyond GWAS annotation, meQTL-eQTL colocalization in melanocytes suggested that 841 unique genes potentially share a causal variant with a nearby methylation probe in melanocytes. Finally, melanocyte trans-meQTLs identified a hotspot for rs12203592, a cis-eQTL of a transcription factor, IRF4, with 131 candidate target CpGs. Motif enrichment and IRF4 ChIP-seq analysis demonstrated that these target CpGs are enriched in IRF4 binding sites, suggesting an IRF4-mediated regulatory network. Our study highlights the utility of cell-type-specific meQTLs.