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Background: Low lung function has been associated with increased body mass index (BMI). The aim of this study was to investigate whether the effect of BMI on lung function is mediated by DNA methylation., Methods: We used individual data from 285,495 participants in four population-based cohorts: the European Community Respiratory Health Survey, the Northern Finland Birth Cohort 1966, the Swiss Study on Air Pollution and Lung Disease in Adults, and the UK Biobank. We carried out Mendelian randomisation (MR) analyses in two steps using a two-sample approach with SNPs as instrumental variables (IVs) in each step. In step 1 MR, we estimated the causal effect of BMI on peripheral blood DNA methylation (measured at genome-wide level) using 95 BMI-associated SNPs as IVs. In step 2 MR, we estimated the causal effect of DNA methylation on FEV 1 , FVC, and FEV 1 /FVC using two SNPs acting as methQTLs occurring close (in cis) to CpGs identified in the first step. These analyses were conducted after exclusion of weak IVs (F statistic < 10) and MR estimates were derived using the Wald ratio, with standard error from the delta method. Individuals whose data were used in step 1 were not included in step 2., Results: In step 1, we found that BMI might have a small causal effect on DNA methylation levels (less than 1% change in methylation per 1 kg/m2 increase in BMI) at two CpGs (cg09046979 and cg12580248). In step 2, we found no evidence of a causal effect of DNA methylation at cg09046979 on lung function. We could not estimate the causal effect of DNA methylation at cg12580248 on lung function as we could not find publicly available data on the association of this CpG with SNPs., Conclusions: To our knowledge, this is the first paper to report the use of a two-step MR approach to assess the role of DNA methylation in mediating the effect of a non-genetic factor on lung function. Our findings do not support a mediating effect of DNA methylation in the association of lung function with BMI.