Co-occurrence and mutual exclusivity (COME) of DNA methylation refer to two or more genes that tend to be positively or negatively correlated in DNA methylation among different samples. Although COME of gene mutations in pan-cancer have been well explored, little is known about the COME of DNA methylation in pan-cancer. Here, we systematically explored the COME of DNA methylation profile in diverse human cancer. A total of 5,128,332 COME events were identified in 14 main cancers types in The Cancer Genome Atlas (TCGA). We also identified functional epigenetic modules of the zinc finger gene family in six cancer types by integrating the gene expression and DNA methylation data and the frequently occurred COME network. Interestingly, most of the genes in those functional epigenetic modules are epigenetically repressed. Strikingly, those frequently occurred COME events could be used to classify the patients into several subtypes with significant different clinical outcomes in six cancers as well as pan-cancer (p-value ≤ = 0.05). Moreover, we observed significant associations between different COME subtypes and clinical features (e.g., age, gender, histological type, neoplasm histologic grade, and pathologic stage) in distinct cancers. Taken together, we identified millions of COME events of DNA methylation in pan-cancer and detected functional epigenetic COME events that could separate tumor patients into different subtypes, which may benefit the diagnosis and prognosis of pan-cancer. Copyright © 2020 Ding, Feng, Hu, Chen and Shi.