Critical epigenetic regulation of primate embryogenesis entails DNA methylome changes. Here we report genome-wide composition, patterning, and stage-specific dynamics of DNA methylation in pre-implantation rhesus monkey embryos as well as male and female gametes studied using an optimized tagmentation-based whole-genome bisulfite sequencing method. We show that upon fertilization, both paternal and maternal genomes undergo active DNA demethylation, and genome-wide de novo DNA methylation is also initiated in the same period. By the 8-cell stage, remethylation becomes more pronounced than demethylation, resulting in an increase in global DNA methylation. Promoters of genes associated with oxidative phosphorylation are preferentially remethylated at the 8-cell stage, suggesting that this mode of energy metabolism may not be favored. Unlike in rodents, X chromosome inactivation is not observed during monkey pre-implantation development. Our study provides the first comprehensive illustration of the 'wax and wane' phases of DNA methylation dynamics. Most importantly, our DNA methyltransferase loss-of-function analysis indicates that DNA methylation influences early monkey embryogenesis.