Numerous studies have demonstrated that thioredoxin‐interacting protein (TXNIP) expression of peripheral blood leucocytes is increased in coronary artery disease (CAD). However, the molecular mechanism of this phenomenon remained unclear. DNA methylation plays important roles in the regulation of gene expression. Therefore, we speculated there might be a close association between the expression of TXNIP and methylation. In this study, we found that compared with controls, DNA methylation at cg19693031 was decreased in CAD, while mRNA expressions of TXNIP and inflammatory factors, NLRP3, IL‐1β, IL‐18, were increased. Methylation at cg19693031 was negatively associated with TXNIP expression in the cohort, THP‐1 and macrophages/foam cells. Furthermore, Transwell assay and co‐cultured adhesion assay were performed to investigate functions of TXNIP on the migration of THP‐1 or the adhesion of THP‐1 on the surface of endothelial cells, respectively. Notably, overexpressed TXNIP promoted the migration and adhesion of THP‐1 cells and expressions of NLRP3, IL‐18 and IL‐1β. Oppositely, knock‐down TXNIP inhibited the migration and adhesion of THP‐1 and expressions of NLRP3, IL‐18. In conclusion, increased TXNIP expression, related to cg19693031 demethylation orientates monocytes towards an inflammatory status through the NLRP3 inflammasome pathway involved in the development of CAD.