The metastatic cancer of unknown primary (CUP) sites remains a leading cause of cancer death with few therapeutic options. The aberrant DNA methylation (DNAm) is the most important risk factor for cancer, which has certain tissue specificity. However, how DNAm alterations in tumors differ among the regulatory network of multi-omics remains largely unexplored. Therefore, there is room for improvement in our accuracy in the prediction of tumor origin sites and a need for better understanding of the underlying mechanisms. In our study, an integrative analysis based on multi-omics data and molecular regulatory network uncovered genome-wide methylation mechanism and identified 23 epi-driver genes. Apart from the promoter region, we also found that the aberrant methylation within the gene body or intergenic region was significantly associated with gene expression. Significant enrichment analysis of the epi-driver genes indicated that these genes were highly related to cellular mechanisms of tumorigenesis, including T-cell differentiation, cell proliferation, and signal transduction. Based on the ensemble algorithm, six CpG sites located in five epi-driver genes were selected to construct a tissue-specific classifier with a better accuracy (>95%) using TCGA datasets. In the independent datasets and the metastatic cancer datasets from GEO, the accuracy of distinguishing tumor subtypes or original sites was more than 90%, showing better robustness and stability. In summary, the integration analysis of large-scale omics data revealed complex regulation of DNAm across various cancer types and identified the epi-driver genes participating in tumorigenesis. Based on the aberrant methylation status located in epi-driver genes, a classifier that provided the highest accuracy in tracing back to the primary sites of metastatic cancer was established. Our study provides a comprehensive and multi-omics view of DNAm-associated changes across cancer types and has potential for clinical application.