There is increasing evidence documenting gene-by-environment (G × E) interactions for CVD related traits. However, the underlying mechanisms are still unclear. DNA methylation may represent one of such potential mechanisms. The objective of this review paper is to summarise the current evidence supporting the interplay among DNA methylation, genetic variants, and environmental factors, specifically (1) the association between SNP and DNA methylation; (2) the role that DNA methylation plays in G × E interactions. The current evidence supports the notion that genotype-dependent methylation may account, in part, for the mechanisms underlying observed G × E interactions in loci such as APOE, IL6 and ATP-binding cassette A1. However, these findings should be validated using intervention studies with high level of scientific evidence. The ultimate goal is to apply the knowledge and the technology generated by this research towards genetically based strategies for the development of personalised nutrition and medicine.