Multiple sclerosis (MS) is an inflammatory demyelinating disease of the central nervous system with a modest concordance rate in monozygotic twins that strongly argues for involvement of epigenetic factors. We observe in 45 MS discordant monozygotic twins highly similar peripheral blood mononuclear cell-based methylomes. However, a few MS-associated differentially methylated positions (DMP) were identified and validated, including a region in the TMEM232 promoter and ZBTB16 enhancer. In CD4+ T cells we observed an MS-associated differentially methylated region in FIRRE. In addition, many regions showed large methylation differences in individual pairs, but were not clearly associated with MS. Furthermore, epigenetic biomarkers for current interferon-beta treatment were identified, and extensive validation revealed the ZBTB16 DMP as a signature of prior glucocorticoid treatment. Altogether, our study represents an important reference for epigenomic MS studies. It identifies new candidate epigenetic markers, highlights treatment effects and genetic background as major confounders, and argues against some previously reported MS-associated epigenetic candidates.