Understanding of the tumor microenvironment (TME) structure is likely to have a profound and immediate impact on therapeutic interventions as well as the development of signatures for diagnostic and prognostic evaluations. DNA methylation arrays represent one of the most reproducible molecular assays across replicates and studies, but its value of profiling tumor-infiltrating immune lymphocytes (TILs) hasn't been intensively investigated. Here we report a model-based evaluation of tumor TIL levels using DNA methylation profiles. By employing a hybrid method of stability selection and elastic net, we show that methylation array data in ten TCGA cancer types provide a strikingly accurate prediction of immune cell abundance, in particular the levels of T cells, B cells and cytotoxic cells in skin cutaneous melanoma (SKCM). The immune-informative CpG sites showed significant prognostic values, representing important candidates for further functional validation. Further, we present regression models each using only ten CpG sites to estimate the levels of infiltrated immune cell types in melanoma. To validate these models, we performed matched methylation EPIC array and RNA-seq on 30 new melanoma samples. We observed high concordance on methylation and gene expression predicted tumor immune infiltration levels in our new dataset. Our study demonstrated that DNA methylation data is a valuable resource in reliably evaluating tumor immune responses. The selected methylation panels provide candidate targets for future clinical researches. Our prediction models are easy to implement and will provide reference for future clinical practices.

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