The mQTL CpG sites identified in our study are correlated with the previously reported (De Jager et al., 2014) AD‐associated CpG sites in both brain and blood (all p < 0.05) (Table S6), but it is unclear why the pairs of methylation probes in MS4A region and APOE are inversely correlated in brain and blood. Here, APOE is linked to Alzheimer disease.