Despite the increasing knowledge about DNA methylation, the understanding of human epigenome evolution is in its infancy. Using whole genome bisulfite sequencing we identified hundreds of differentially methylated regions (DMRs) in humans compared to non-human primates and estimated that similar to 25% of these regions were detectable throughout several human tissues. Human DMRs were enriched for specific histone modifications and the majority were located distal to transcription start sites, highlighting the importance of regions outside the direct regulatory context. We also found a significant excess of endogenous retrovirus elements in human-specific hypomethylated. We reported for the first time a close interplay between inter-species genetic and epigenetic variation in regions of incomplete lineage sorting, transcription factor binding sites and human differentially hypermethylated regions. Specifically, we observed an excess of human-specific substitutions in transcription factor binding sites located within human DMRs, suggesting that alteration of regulatory motifs underlies some human-specific methylation patterns. We also found that the acquisition of DNA hypermethylation in the human lineage is frequently coupled with a rapid evolution at nucleotide level in the neighborhood of these CpG sites. Taken together, our results reveal new insights into the mechanistic basis of human-specific DNA methylation patterns and the interpretation of inter-species non-coding variation.