Recent studies have shown that methylation changes identified in blood cells of COVID-19 patients have a potential to be used as biomarkers of SARS-CoV-2 infection outcomes. However, different studies have reported different subsets of epigenetic lesions that stratify patients according to the severity of infection symptoms, and more importantly, the significance of those epigenetic changes in the pathology of the infection is still not clear. We used methylomics and transcriptomics data from the largest so far cohort of COVID-19 patients from four geographically distant populations, to identify casual interactions of blood cells' methylome in pathology of the COVID-19 disease. We identified a subset of methylation changes that is uniformly present in all COVID-19 patients regardless of symptoms. Those changes are not present in patients suffering from upper respiratory tract infections with symptoms similar to COVID-19. Most importantly, the identified epigenetic changes affect the expression of genes involved in interferon response pathways and the expression of those genes differs between patients admitted to intensive care units and only hospitalized. In conclusion, the DNA methylation changes involved in pathophysiology of SARS-CoV-2 infection, which are specific to COVID-19 patients, can not only be utilized as biomarkers in the disease management but also present a potential treatment target.