DNA methylation (DNAm) alterations are implicated with aging and diseases by regulating gene expression. DNAm deep-learning approaches can capture features associated with aging, cell type, and disease progression, but lack incorporation of prior biological knowledge. We present deep-learning software, MethylCapsNet and MethylSPWNet, that group CpGs into user-specified or predefined biologically relevant groupings (eg. gene promoter or CpG island context) related to diagnostic and prognostic outcomes. We train our models on a cohort (n=3,897) to classify central nervous system tumors and compare to existing approaches. Our methodology presents opportunities to increase interpretability of disease mechanisms through utilization of biologically relevant annotations.