Prostate cancer (PC) is one of the most common and socially significant oncological diseases among men. Bioinformatic analysis of omics data allows identifying molecular genetic changes associated with the disease development, as well as markers of prognosis and response to therapy. Alterations in DNA methylation and histone modification profiles widely occur in malignant tumors. In this study, we analyzed changes in DNA methylation in three groups of PC patients based on data from The Cancer Genome Atlas project (TCGA, https://portal.gdc.cancer.gov): (1) high- and intermediate-risk of the tumor progression, (2) favorable and unfavorable prognoses within the high-risk group, and (3) TMPRSS2-ERG-positive (tumors with TMPRSS2-ERG fusion transcript) and TMPRSS2-ERG-free cases within the high-risk group. We found eight CpG sites (cg07548607, cg13533340, cg16643088, cg18467168, cg23324953, cg23753247, cg25773620, and cg27148952) hypermethylated in the high-risk group compared with the intermediate-risk group of PC. Seven differentially methylated CpG sites (cg00063748, cg06834698, cg18607127, cg25273707, cg01704198, cg02067712, and cg02157224) were associated with unfavorable prognosis within the high-risk group. Six CpG sites (cg01138171, cg14060519, cg19570244, cg24492886, cg25605277, and cg26228280) were hypomethylated in TMPRSS2-ERG-positive PC compared to TMPRSS2-ERG-negative tumors within the high-risk group. The CpG sites were localized, predominantly, in regulatory genome regions belonging to promoters of the following genes: ARHGEF4, C6orf141, C8orf86, CLASP2, CSRNP1, GDA, GSX1, IQSEC1, MYOF, OR10A3, PLCD1, PLEC1, PRDM16, PTAFR, RP11-844P9.2, SCYL3, VPS13D, WT1, and ZSWIM2. For these genes, analysis of differential expression and its correlation with CpG site methylation (β-value level) was also performed. In addition, STK33 and PLCD1 had similar changes in colorectal cancer. As for the CSRNP1, the ARHGEF4, and the WT1 genes, misregulated expression levels were mentioned in lung, liver, pancreatic and androgen-independent prostate cancer. The potential impact of changed methylation on the mRNA level was determined for the CSRNP1, STK33, PLCD1, ARHGEF4, WT1, SCYL3, and VPS13D genes. The above CpG sites could be considered as potential prognostic markers of the high-risk group of PC.