The sensitive spectroscopic technique noise-immune cavity-enhanced optical heterodyne molecular spectroscopy (NICE-OHMS) has been successfully used in a variety of systems; however, no broadly tunable setup has been developed for the mid-infrared. To this end, we have integrated a difference frequency generation system into a NICE-OHMS setup. Initial optimization and characterization was completed with ro-vibrational spectroscopy of methane. Doppler-broadened frequency-modulated NICE-OHMS spectra were recorded at a sensitivity of 2×10(-7) cm(-1) Hz(-1/2). Sub-Doppler saturation signals (Lamb dips) were also observed using wavelength-modulated NICE-OHMS, achieving a sensitivity of ~6×10(-9) cm(-1) Hz(-1/2).