Effective and powerful survival mediation models are currently lacking. To partly fill such knowledge gap, we particularly focus on the mediation analysis that includes multiple DNA methylations acting as exposures, one gene expression as the mediator and one survival time as the outcome. We proposed IUSMMT (intersection-union survival mixture-adjusted mediation test) to effectively examine the existence of mediation effect by fitting an empirical three-component mixture null distribution. With extensive simulation studies, we demonstrated the advantage of IUSMMT over existing methods. We applied IUSMMT to ten TCGA cancers and identified multiple genes that exhibited mediating effects. We further revealed that most of the identified regions, in which genes behaved as active mediators, were cancer type-specific and exhibited a full mediation from DNA methylation CpG sites to the survival risk of various types of cancers. Overall, IUSMMT represents an effective and powerful alternative for survival mediation analysis; our results also provide new insights into the functional role of DNA methylation and gene expression in cancer progression/prognosis and demonstrate potential therapeutic targets for future clinical practice.