Aberrant smoking-related DNA methylation has been widely investigated as a carcinogenesis mechanism, but whether the cross-cancer epigenetic pathways exist remains unclear. We conducted two-sample Mendelian randomization (MR) analyses respectively on smoking behaviors (age of smoking initiation, smoking initiation, smoking cessation, and lifetime smoking index [LSI]) and smoking-related DNA methylation to investigate their effect on 15 site-specific cancers, based on a genome-wide association study (GWAS) of 1.2 million European individuals and an epigenome-WAS (EWAS) of 5907 blood samples of Europeans for smoking and 15 GWASs of European ancestry for multiple site-specific cancers. Significantly identified CpG sites were further used for colocalization analysis, and those with cross-cancer effect were validated by overlapping with tissue-specific eQTLs. In the genomic MR, smoking measurements of smoking initiation, smoking cessation and LSI were suggested to be casually associated with risk of seven types of site-specific cancers, among which cancers at lung, cervix and colorectum were provided with strong evidence. In the epigenetic MR, methylation at 75 CpG sites were reported to be significantly associated with increased risks of multiple cancers. Eight out of 75 CpG sites were observed with cross-cancer effect, among which cg06639488 (EFNA1), cg12101586 (CYP1A1) and cg14142171 (HLA-L) were validated by eQTLs at specific cancer sites, and cg07932199 (ATXN2) had strong evidence to be associated with cancers of lung (coefficient, 0.65, 95% confidence interval [CI], 0.31-1.00), colorectum (0.90 [0.61, 1.18]), breast (0.31 [0.20, 0.43]) and endometrium (0.98 [0.68, 1.27]). These findings highlight the potential practices targeting DNA methylation-involved cross-cancer pathways.© 2023 The Authors. International Journal of Cancer published by John Wiley & Sons Ltd on behalf of UICC.