CD19-targeted CAR T cell immunotherapy has exceptional efficacy for the treatment of B-cell malignancies. B-cell acute lymphocytic leukemia and non-Hodgkin’s lymphoma are two common B-cell malignancies with high recurrence rate and are refractory to cure. Although CAR T-cell immunotherapy overcomes the limitations of conventional treatments for such malignancies, failure of treatment and tumor recurrence remain common. In this study, we searched for important methylation signatures to differentiate CAR-transduced and untransduced T cells from patients with acute lymphoblastic leukemia and non-Hodgkin’s lymphoma. First, we used three feature ranking methods, namely, Monte Carlo feature selection, light gradient boosting machine, and least absolute shrinkage and selection operator, to rank all methylation features in order of their importance. Then, the incremental feature selection method was adopted to construct efficient classifiers and filter the optimal feature subsets. Some important methylated genes, namely, SERPINB6, ANK1, PDCD5, DAPK2, and DNAJB6, were identified. Furthermore, the classification rules for distinguishing different classes were established, which can precisely describe the role of methylation features in the classification. Overall, we applied advanced machine learning approaches to the high-throughput data, investigating the mechanism of CAR T cells to establish the theoretical foundation for modifying CAR T cells.