Epigenetic modifications play a significant role in the host's immune response to viral infection. Two epigenetic events, DNA methylation and histone acetylation, are crucial for modifying the chromatin architecture and the location of regulatory elements such as promoters and enhancers. In this case-control study, we evaluated the expression of genes involved in epigenetic machinery (DNMT1, DNMT3A, DNMT3B, HDAC2, and HDAC3) and the degree of methylation of promoters of immune response genes (IFITM1/2/3, TLR3/4, TNF-α, NF-κB, and MYD88) as well as global methylation (LINE-1 and global 5–mC) in blood samples from 120 COVID-19 patients (30 mild, 30 moderate, 30 severe, and 30 critical) and 30 healthy subjects without COVID-19. In contrast to previous reports, DNMT3A and DNMT3B expression was found to be significantly downregulated in COVID-19 cases, whereas DNMT1, HDAC2, and HDAC3 expression did not change. DNMT1 and DNMT3A were negatively correlated with COVID-19 severity. Critically ill patients had lower HDAC3 expression levels. TLR4 and TNF-α had increased promoter methylation, whereas IFITM1/2/3, TLR3, NF-κB, MYD88, and LINE-1 did not differ between cases and controls. Methylation of the TNF-α promoter increased as disease severity increased. Significantly less methylation of the TLR3 promoter was observed in patients with a positive outcome (recovery). We also found a correlation between the expression of DNMT3B and the methylation level of the TLR4 promoter. In milder cases, the global 5–mC levels were lower than that in more severe cases. Our findings suggest the exclusion of DNMTs inhibitors previously recommended for COVID-19 treatment and the need for additional research in this area.