Variants of the FTO gene show strong association with obesity, but the mechanisms behind this association remain unclear. We determined the genome wide DNA methylation profile in blood from 47 female preadolescents. We identified sites associated with the genes KARS, TERF2IP, DEXI, MSI1, STON1 and BCAS3 that had a significant differential methylation level in the carriers of the FTO risk allele (rs9939609). In addition, we identified 20 differentially methylated sites associated with obesity. Our findings suggest that the effect of the FTO obesity risk allele may be mediated through epigenetic changes. Further, these sites might prove to be valuable biomarkers for the understanding of obesity and its comorbidites.