Motivation: High-dimensional DNA methylation markers may mediate pathways linking environmental exposures with health outcomes. However, there is a lack of analytical methods to identify significant mediators for high-dimensional mediation analysis. Results: Based on sure independent screening and minimax concave penalty techniques, we use a joint significance test for mediation effect. We demonstrate its practical performance using Monte Carlo simulation studies and apply this method to investigate the extent to which DNA methylation markers mediate the causal pathway from smoking to reduced lung function in the Normative Aging Study. We identify 2 CpGs with significant mediation effects.