Genetic variants have potential influence on DNA methylation and thereby regulate mRNA expression. This study aimed to comprehensively reveal the relationships among SNP, methylation and mRNA, and identify methylation-mediated regulation patterns in human peripheral blood mononuclear cells (PBMCs). Based on in-house multi-omics datasets from 43 Chinese Han female subjects, genome-wide association trios were constructed by simultaneously testing the following three association pairs: SNP-methylation, methylation-mRNA and SNP-mRNA. Causal inference test (CIT) was used to identify methylation-mediated genetic effects on mRNA. A total of 64,184 significant cis-methylation quantitative trait loci (meQTLs) were identified (FDR < 0.05). Among the 745 constructed trios, 464 trios formed SNP-methylation-mRNA regulation chains (CIT). Network analysis (Cytoscape 3.3.0) constructed multiple complex regulation networks among SNP, methylation and mRNA (eg a total of 43 SNPs simultaneously connected to cg22517527 and further to PRMT2, DIP2A and YBEY). The regulation chains were supported by the evidence from 4DGenome database, relevant to immune or inflammatory related diseases/traits, and overlapped with previous eQTLs from dbGaP and GTEx. The results provide new insights into the regulation patterns among SNP, DNA methylation and mRNA expression, especially for the methylation-mediated effects, and also increase our understanding of functional mechanisms underlying the established associations.