Epigenetic alterations in the cancer methylome are common in breast cancer and provide novel options for tumour stratification. Here, we perform whole-genome methylation capture sequencing on small amounts of DNA isolated from formalin-fixed, paraffin-embedded tissue from triple-negative breast cancer (TNBC) and matched normal samples. We identify differentially methylated regions (DMRs) enriched with promoters associated with transcription factor binding sites and DNA hypersensitive sites. Importantly, we stratify TNBCs into three distinct methylation clusters associated with better or worse prognosis and identify 17 DMRs that show a strong association with overall survival, including DMRs located in the Wilms tumour 1 (WT1) gene, bi-directional-promoter and antisense WT1-AS. Our data reveal that coordinated hypermethylation can occur in oestrogen receptor-negative disease, and that characterizing the epigenetic framework provides a potential signature to stratify TNBCs. Together, our findings demonstrate the feasibility of profiling the cancer methylome with limited archival tissue to identify regulatory regions associated with cancer.