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Sex is a major determinant of cardiometabolic risk. DNA methylation (DNAm), an important epigenetic mechanism that differs between sexes, has been associated with cardiometabolic diseases. Therefore, we aimed to systematically review studies in adults investigating sex-specific associations of DNAm with intermediate cardiometabolic traits and incident cardiovascular disease including stroke, myocardial infarction (MI) and coronary heart disease (CHD). Five bibliographic databases were searched from inception to 15 July 2019. We selected 35 articles (based on 30 unique studies) from 17,023 references identified, with a total of 14,020 participants of European, North American or Asian ancestry. Four studies reported sex differences between global DNAm and blood lipid levels and stroke risk. In 25 studies that took a genome wide or candidate gene approach, DNAm at 31 gene sites was associated with sex differences in cardiometabolic diseases. The identified genes were PLA2G7, BCL11A, KDM6A, LIPC, ABCG1, PLTP, CETP, ADD1, CNN1B, HOOK2, GFBP-7,PTPN1, GCK, PTX3, ABCG1, GALNT2, CDKN2B, APOE, CTH, GNASAS, INS, PON1, TCN2, CBS, AMT, KDMA6A, FTO, MAP3K13, CCDC8, MMP-2 and ER-α. Prioritized pathway connectivity analysis associated these genes with biological pathways such as vitamin B12 metabolism, statin pathway, plasma lipoprotein, plasma lipoprotein assembly, remodeling and clearance and cholesterol metabolism. Our findings suggest that DNAm might be a promising molecular strategy for understanding sex differences in the pathophysiology of cardiometabolic diseases and that future studies should investigate the effects of sex on epigenetic mechanisms in cardiometabolic risk. In addition, we emphasize the gap between the translational potential and the clinical utilization of cardiometabolic epigenetics.