The contribution of epigenomic alterations to tumour progression and relapse is not well characterized. Here we characterize an association between disease progression and DNA methylation in diffuse large B-cell lymphoma (DLBCL). By profiling genome-wide DNA methylation at single-base pair resolution in thirteen DLBCL diagnosis-relapse sample pairs, we show that DLBCL patients exhibit heterogeneous evolution of tumour methylomes during relapse. We identify differentially methylated regulatory elements and determine a relapse-associated methylation signature converging on key pathways such as transforming growth factor-β (TGF-β) receptor activity. We also observe decreased intra-tumour methylation heterogeneity from diagnosis to relapsed tumour samples. Relapse-free patients display lower intra-tumour methylation heterogeneity at diagnosis compared with relapsed patients in an independent validation cohort. Furthermore, intra-tumour methylation heterogeneity is predictive of time to relapse. Therefore, we propose that epigenomic heterogeneity may support or drive the relapse phenotype and can be used to predict DLBCL relapse.