Here we report three epigenome-wide association studies (EWAS) of DNA methylation on self-reported race, global genetic ancestry, and local genetic ancestry in admixed Americans from three sets of samples, including internal and external replications (Ntotal = 1224). Our EWAS on local ancestry (LA) identified the largest number of ancestry-associated DNA methylation sites and also featured the highest replication rate. Furthermore, by incorporating ancestry origins of genetic variations, we identified 36 methylation quantitative trait loci (meQTL) clumps for LA-associated CpGs that cannot be captured by a model that assumes identical genetic effects across ancestry origins. Lead SNPs at 152 meQTL clumps had significantly different genetic effects in the context of an African or European ancestry background. Local ancestry information enables superior capture of ancestry-associated methylation signatures and identification of ancestry-specific genetic effects on DNA methylation. These findings highlight the importance of incorporating local ancestry for EWAS in admixed samples from multi-ancestry cohorts.