We conducted a systematic literature search of NCBI PubMed (http://www.ncbi.nlm.nih.gov/pubmed/) using keywords “DNA methylation” and “alcohol use disorders” or “alcohol dependence” or “alcohol abuse.” We included studies published prior to April 2016 in this review. Resulting abstracts were reviewed and included for discussion if they reported the association of DNA methylation and AUDs. Reference articles cited by these publications were also reviewed to detect additional studies that might have been missed in our literature search. Specifically, this review summarizes (i) AUD-associated global DNA methylation changes in repetitive DNA sequences; (ii) AUD-associated DNA methylation changes in promoter regions of candidate genes; (iii) AUD-associated DNA methylation changes across the genome; (iv) DNA methylation-gene expression correlations in AUD subjects; (v) the interactive effects of SNP genotypes and CpG methylation on AUDs; and (vi) novel approaches (about sampling and DNA methylation detection methods) for studying the relationship between DNA methylation and AUD risk.