Eight out of 75 CpG sites were observed with cross‐cancer effect, among which cg06639488 (EFNA1), cg12101586 (CYP1A1) and cg14142171 (HLA‐L) were validated by eQTLs at specific cancer sites, and cg07932199 (ATXN2) had strong evidence to be associated with cancers of lung (coefficient, 0.65, 95% confidence interval [CI], 0.31‐1.00), colorectum (0.90 [0.61, 1.18]), breast (0.31 [0.20, 0.43]) and endometrium (0.98 [0.68, 1.27]). Here, EFNA1 is linked to lung carcinoma.