Many epigenetic association studies have attempted to identify DNA methylation markers in blood that are able to mirror those in target tissues. Although some have suggested potential utility of surrogate epigenetic markers in blood, few studies have collected data to directly compare DNA methylation across tissues from the same individuals. Here, epigenomic data were collected from adipose tissue and blood in 143 subjects using Illumina HumanMethylation450 BeadChip array. The top axis of epigenome-wide variation differentiates adipose tissue from blood, which is confirmed internally using cross-validation and externally with independent data from the two tissues. We identified 1,285 discordant genes and 1,961 concordant genes between blood and adipose tissue. RNA expression data of the two classes of genes show consistent patterns with those observed in DNA methylation. The discordant genes are enriched in biological functions related to immune response, leukocyte activation or differentiation, and blood coagulation. We distinguish the CpG-specific correlation from the within-subject correlation and emphasize that the magnitude of within-subject correlation does not guarantee the utility of surrogate epigenetic markers. The study reinforces the critical role of DNA methylation in regulating gene expression and cellular phenotypes across tissues, and highlights the caveats of using methylation markers in blood to mirror the corresponding profile in the target tissue.