DNA methylation alterations have been widely studied as mediators of environmentally induced disease risks. With new advances in technique, epigenome-wide DNA methylation data (EWAS) have become the new standard for epigenetic studies in human populations. However, to date most epigenetic studies of mediation effects only involve selected (gene-specific) candidate methylation markers. There is an urgent need for appropriate analytical methods for EWAS mediation analysis. In this chapter, we provide an overview of recent advances on high-dimensional mediation analysis, with application to two DNA methylation data.