DNA methylation (DNAm) regulates gene expression and genomic imprinting. This study aimed to investigate the effect of gastrointestinal (GI) nematode infection on host DNAm. Helminth-free Holstein steers were either infected with Ostertagia ostertagi (the brown stomach worm) or given tap water only as a control. Animals were euthanized 30 days post-infection, and tissues were collected at necropsy. We conducted epigenome-wide profiling using a mammalian methylation array to explore the impact of infection on methylation patterns in the mucosa from abomasal fundus (FUN), pylorus (PYL), draining lymph nodes (dLNs), and the duodenum (DUO). The analysis covered 31,107 cattle CpGs of 5082 genes and revealed infection-driven, tissue-specific, differential methylation patterns. A total of 389 shared and 2770 tissue-specific, differentially methylated positions (DMPs) were identified in dLN and FUN, particularly in genes associated with immune responses. The shared DMPs were found in 263 genes, many of which are involved in immune responses. Furthermore, 282, 244, 52, and 24 differentially methylated regions (DMRs) were observed in dLN, FUN, PYL, and DUO, respectively. More hypomethylated DMRs were detected in dLN and FUN, while more hypermethylated DMRs were found in PYL and DUO. Genes carrying DMPs and DMRs and enriched pathways relating to immune functions/responses were detected in infected animals, indicating a link between DNA methylation and the infection. The data may implicate a crucial role of DNAm in regulating the nature/strength of host immunity to infection and contribute to a deeper understanding of the epigenetic regulatory landscape in cattle infected by GI nematodes.