Inflammation underlies many conditions causing excess morbidity and mortality among people with HIV (PWH). A handful of single-trait epigenome-wide association studies (EWAS) have suggested that inflammation is associated with DNA methylation (DNAm) among PWH. Multi-trait EWAS may further improve statistical power and reveal pathways in common between different inflammatory markers. We conducted single-trait EWAS of three inflammatory markers (soluble CD14, D-dimers and interleukin-6) in the Veterans Aging Cohort Study (n = 920). The study population was all male PWH with an average age of 51 years, and 82.3% self-reported as Black. We then applied two multi-trait EWAS methods—CPASSOC and OmniTest—to combine single-trait EWAS results. CPASSOC and OmniTest identified 189 and 157 inflammation-associated DNAm sites, respectively, of which 112 overlapped. Among the identified sites, 56% were not significant in any single-trait EWAS. Top sites were mapped to inflammation-related genes including IFITM1, PARP9 and STAT1. These genes were significantly enriched in pathways such as “type I interferon signaling” and “immune response to virus.” We demonstrate that multi-trait EWAS can improve the discovery of inflammation-associated DNAm sites, genes and pathways. These DNAm sites might hold the key to addressing persistent inflammation in PWH.