Early detection is crucial to improve breast cancer (BC) patients' outcomes and survival. Mammogram and ultrasound adopting the Breast Imaging Reporting and Data System (BI-RADS) categorization are widely used for BC early detection, while suffering high false-positive rate leading to unnecessary biopsy, especially in BI-RADS category-4 patients. Plasma cell-free DNA (cfDNA) carrying on DNA methylation information has emerged as a non-invasive approach for cancer detection. Here we present a prospective multi-center study with whole-genome bisulfite sequencing data to address the clinical utility of cfDNA methylation markers from 203 female patients with breast lesions suspected for malignancy. The cfDNA is enriched with hypo-methylated genomic regions. A practical computational framework was devised to excavate optimal cfDNA-rich DNA methylation markers, which significantly improved the early diagnosis of BI-RADS category-4 patients (AUC from 0.78-0.79 to 0.93-0.94). As a proof-of-concept study, we performed the first blood-based whole-genome DNA methylation study for detecting early-stage breast cancer from benign tumors at single-base resolution, which suggests that combining the liquid biopsy with the traditional diagnostic imaging can improve the current clinical practice, by reducing the false-positive rate and avoiding unnecessary harms.