DNA methylation (DNAm) is one of the most studied epigenetic modifications. DNAm has emerged as a key biological mechanism and biomarkers to test associations between environmental exposure and outcomes in epidemiological studies. Although previous studies have focused on associations between DNAm and either exposure/outcomes, it is useful to test for mediation of the association between exposure and outcome by DNAm. The purpose of this scoping review is to introduce the methodological essence of statistical mediation analysis and to examine emerging epidemiological research applying mediation analyses. We conducted this scoping review for published peer-reviewed journals on this topic using online databases (PubMed, Scopus, Cochrane, and CINAHL) ending in December 2020. We extracted a total of 219 articles by initial screening. After reviewing titles, abstracts, and full texts, a total of 69 articles were eligible for this review. The breakdown of studies assigned to each category was 13 for smoking (18.8%), 8 for dietary intake and famine (11.6%), 6 for other lifestyle factors (8.7%), 8 for clinical endpoints (11.6%), 22 for environmental chemical exposures (31.9%), 2 for socioeconomic status (SES) (2.9%), and 10 for genetic factors and race (14.5%). In this review, we provide an exposure-wide summary for the mediation analysis using DNAm levels. However, we found heterogenous methods and interpretations in mediation analysis with typical issues such as different cell compositions and tissue-specificity. Further accumulation of evidence with diverse exposures, populations and with rigorous methodology will be expected to provide further insight in the role of DNAm in disease susceptibility.