Physical activity is associated with a lower risk of breast, colon, and endometrial cancer. Epigenetic mechanisms such as changes in DNA methylation may help to explain these protective effects. We assessed the impact of a one year aerobic exercise intervention on DNA methylation biomarkers believed to play a role in carcinogenesis. The Alberta Physical Activity and Breast Cancer Prevention (ALPHA) Trial was a two-armed randomized controlled trial in 320 healthy, inactive, postmenopausal women with no history of cancer. In an ancillary analysis, frozen blood samples (n = 256) were reassessed for levels of DNA methylation within LINE-1 and Alu repeats as well as within the promoter regions of APC, BRCA1, RASSF1, and hTERT genes. Differences between the exercise and control arm at 12-months, after adjusting for baseline values, were estimated within an intent-to-treat and per-protocol analysis using linear regression. No significant differences in DNA methylation between the exercise and control arms were observed. In an exploratory analysis, we found that the prospective change in estimated VO2max was negatively associated with RASSF1 methylation in a dose-response manner (p-trend = 0.04). A year-long aerobic exercise intervention does not affect LINE-1, Alu, APC, BRCA1, RASSF1, or hTERT methylation in healthy, inactive, postmenopausal women. Changes in DNA methylation within these genomic regions may not mediate the association between physical activity and cancer in healthy postmenopausal women. Additional research is needed to validate our findings with RASSF1 methylation. ClinicalTrials.gov NCT00522262.