The Human Leucocyte Antigen (HLA) locus and other DNA sequence variants identified in Genome-Wide Association (GWA) studies explain around 50% of the heritability of celiac disease (CD). However, the pathogenesis of CD could be driven by other layers of genomic information independent from sequence variation, such as DNA methylation, and it is possible that allele-specific methylation explains part of the SNP associations. Since the DNA methylation landscape is expected to be different among cell types, we analyzed the methylome of the epithelial and immune cell populations of duodenal biopsies in CD patients and controls separately. We found a cell type-specific methylation signature that includes genes mapping to the HLA region, namely TAP1 and HLA-B. We also performed Immunochip SNP genotyping of the same samples and interrogated the expression of some of the affected genes. Our analysis revealed that the epithelial methylome is characterized by the loss of CpG island (CGI) boundaries, often associated to altered gene expression, and by the increased variability of the methylation across the samples. The overlap between differentially methylated positions (DMPs) and CD-associated SNPs or variants contributing to methylation quantitative trait loci (mQTLs) is minimal. In contrast, there is a notable enrichment of mQTLs among the most significant CD-associated SNPs. Our results support the notion that DNA methylation alterations constitute a genotype-independent event and confirm its role in the HLA region (apart from the well-known, DQ allele-specific effect). Finally, we find that a fraction of the CD-associated variants could exert its phenotypic effect through DNA methylation.