Efficient interventions to reduce blood triglycerides are few; newer and more tolerable intervention targets are needed. Understanding the molecular mechanisms underlying blood triglyceride levels variation is key to identifying new therapies. To explore the role of epigenetic mechanisms on triglyceride levels, a blood methylome scan was conducted in 199 individuals from 5 French-Canadian families ascertained on venous thromboembolism, and findings were replicated in 324 French unrelated patients with venous thromboembolism. Genetic context and functional relevance were investigated. Two DNA methylation sites associated with triglyceride levels were identified. The first one, located in the ABCG1 gene, was recently reported, whereas the second one, located in the promoter of the PHGDH gene, is novel. The PHGDH methylation site, cg14476101, was found to be associated with variation in triglyceride levels in a threshold manner: cg14476101 was inversely associated with triglyceride levels only when triglyceride levels were above 1.12 mmol/L (discovery P-value = 8.4 × 10-6; replication P-value = 0.0091). Public databases findings supported a functional role of cg14476101 on PHGDH expression. PHGDH catalyses the first step in the serine biosynthesis pathway. These findings highlight the role of epigenetic regulation of the PHGDH gene in triglyceride metabolism, providing novel insights on putative intervention targets.