Background: Body mass index (BMI), a well-known risk factor for poor cardiovascular outcomes, is associated with differential DNA methylation (DNAm). Similarly, metabolic health has also been associated with changes in DNAm. It is unclear how overall metabolic health outside of BMI may modify the relationship between BMI and methylation profiles, and what consequences this may have on downstream cardiovascular disease. The purpose of this study was to identify cytosine-phosphate-guanine (CpG) sites at which the association between BMI and DNAm could be modified by overall metabolic health. Results: The discovery study population was derived from three Women’s Health Initiative (WHI) ancillary studies (n = 3977) and two Atherosclerosis Risk in Communities (ARIC) ancillary studies (n = 3520). Findings were validated in the Multi-Ethnic Study of Atherosclerosis (MESA) cohort (n = 1200). Generalized linear models regressed methylation β values on the interaction between BMI and metabolic health Z score (BMI × MHZ) adjusted for BMI, MHZ, cell composition, chip number and location, study characteristics, top three ancestry principal components, smoking, age, ethnicity (WHI), and sex (ARIC). Among the 429,566 sites examined, differential associations between BMI × MHZ and DNAm were identified at 22 CpG sites (FDR q < 0.05), with one site replicated in MESA (cg18989722, in the TRAPPC9 gene). Three of the 22 sites were associated with incident coronary heart disease (CHD) in WHI. For each 0.01 unit increase in DNAm β value, the risk of incident CHD increased by 9% in one site and decreased by 6–10% in two sites over 25 years. Conclusions: Differential associations between DNAm and BMI by MHZ were identified at 22 sites, one of which was validated (cg18989722) and three of which were predictive of incident CHD. These sites are located in several genes related to NF-kappa-B signaling, suggesting a potential role for inflammation between DNA methylation and BMI-associated metabolic health.