Epigenetic processes, including DNA methylation (DNAm), are among the mechanisms allowing integration of genetic and environmental factors to shape cellular function. While many studies have investigated either environmental or genetic contributions to DNAm, few have assessed their integrated effects. Here we examine the relative contributions of prenatal environmental factors and genotype on DNA methylation in neonatal blood at variably methylated regions (VMRs) in 4 independent cohorts (overall n = 2365). We use Akaike's information criterion to test which factors best explain variability of methylation in the cohort-specific VMRs: several prenatal environmental factors (E), genotypes in cis (G), or their additive (G + E) or interaction (GxE) effects. Genetic and environmental factors in combination best explain DNAm at the majority of VMRs. The CpGs best explained by either G, G + E or GxE are functionally distinct. The enrichment of genetic variants from GxE models in GWAS for complex disorders supports their importance for disease risk.