The participants were classified into the non-obese (N = 100) and obese (N = 133) groups. DNA methylation levels of the TNF-alpha gene and proteomics were analyzed using the pyrosequencing method and LC-MS-MS, respectively. Comparison between geometric means of DNA methylation of TNF-α showed lower levels in subjects with obesity than in those without obesity (p < 0.05). There were associations between dietary factors and some metabolic syndrome components and TNF-α DNA methylation levels. Proteomic analysis showed important signaling pathways related to obesity, with 95 significantly downregulated proteins and 181 upregulated proteins in the non-obese group compared with the obese group. This study shows an association between the dietary factors involved in the methylation of TNF-α and differential protein expression related to obesity. However, a large sample size in future studies is required to confirm our results.