Chronic Myeloid Leukemia (CML) is a model to investigate the impact of tumor intra-clonal heterogeneity in personalized medicine. Indeed, tyrosine kinase inhibitors (TKIs) target the BCR-ABL fusion protein, which is considered the major CML driver. TKI use has highlighted the existence of intra-clonal heterogeneity, as indicated by the persistence of a minority subclone for several years despite the presence of the target fusion protein in all cells. Epigenetic modifications could partly explain this heterogeneity. This review summarizes the results of DNA methylation studies in CML. Next-generation sequencing technologies allowed for moving from single-gene to genome-wide analyses showing that methylation abnormalities are much more widespread in CML cells. These data showed that global hypomethylation is associated with hypermethylation of specific sites already at diagnosis in the early phase of CML. The BCR-ABL-independence of some methylation profile alterations and the recent demonstration of the initial intra-clonal DNA methylation heterogeneity suggests that some DNA methylation alterations may be biomarkers of TKI sensitivity/resistance and of disease progression risk. These results also open perspectives for understanding the epigenetic/genetic background of CML predisposition and for developing new therapeutic strategies.