Identifying the effects of genetic variation on the epigenome in disease-relevant cell types can help advance our understanding of the first molecular contributions of genetic susceptibility to disease onset. Here, we establish a genome-wide map of DNA methylation quantitative trait loci in CD4+ T-cells isolated from multiple sclerosis patients. Utilizing this map in a colocalization analysis, we identify 19 loci where the same haplotype drives both multiple sclerosis susceptibility and local DNA methylation. We also identify two distant methylation effects of multiple sclerosis susceptibility loci: a chromosome 16 locus affects PRDM8 methylation (a chromosome 4 region not previously associated with multiple sclerosis), and the aggregate effect of multiple sclerosis-associated variants in the major histocompatibility complex influences DNA methylation near PRKCA (chromosome 17). Overall, we present a new resource for a key cell type in inflammatory disease research and uncover new gene targets for the study of predisposition to multiple sclerosis.