Background and purpose: The neurological course after stroke is highly variable and is determined by demographic, clinical and genetic factors. However, other heritable factors such as epigenetic DNA methylation could play a role in neurological changes after stroke. Methods: We performed a three-stage epigenome-wide association study to evaluate DNA methylation associated with the difference between the National Institutes of Health Stroke Scale (NIHSS) at baseline and at discharge (ΔNIHSS) in ischaemic stroke patients. DNA methylation data in the Discovery (n = 643) and Replication (n = 62) Cohorts were interrogated with the 450 K and EPIC BeadChip. Nominal CpG sites from the Discovery (p value < 10–06) were also evaluated in a meta-analysis of the Discovery and Replication cohorts, using a random-fixed effect model. Metabolic pathway enrichment was calculated with methylGSA. We integrated the methylation data with 1305 plasma protein expression levels measured by SOMAscan in 46 subjects and measured RNA expression with RT-PCR in a subgroup of 13 subjects. Specific cell-type methylation was assessed using EpiDISH. Results: The meta-analysis revealed an epigenome-wide significant association in EXOC4 (p value = 8.4 × 10–08) and in MERTK (p value = 1.56 × 10–07). Only the methylation in EXOC4 was also associated in the Discovery and in the Replication Cohorts (p value = 1.14 × 10–06 and p value = 1.3 × 10–02, respectively). EXOC4 methylation negatively correlated with the long-term outcome (coefficient = − 4.91) and showed a tendency towards a decrease in EXOC4 expression (rho = − 0.469, p value = 0.091). Pathway enrichment from the meta-analysis revealed significant associations related to the endocytosis and deubiquitination processes. Seventy-nine plasma proteins were differentially expressed in association with EXOC4 methylation. Pathway analysis of these proteins showed an enrichment in natural killer (NK) cell activation. The cell-type methylation analysis in blood also revealed a differential methylation in NK cells. Conclusions: DNA methylation of EXOC4 is associated with a worse neurological course after stroke. The results indicate a potential modulation of pathways involving endocytosis and NK cells regulation.