DNA methylation is one of the most important epigenetic mechanisms, and participates in the pathogenic processes of many diseases. Differentially methylated regions (DMRs) in the genome have been reported and implicated in a number of different diseases, tissues and cell types, and are associated with gene expression levels. Therefore, identification of DMRs is one of the most critical and fundamental issues in dissecting the disease etiologies. Based on bisulfite conversion, advances in sequence- and array-based technologies have helped investigators study genome-wide DNA methylation. Many methods have been developed to detect DMRs, and they have revolutionized our understanding of DNA methylation and provided new insights into its role in diverse biological functions. According to data and region types, we discuss various methods in detecting DMRs, their utility and limitations comprehensively. We recommend using a few of the methods in the same data and region type to detect DMRs because they could be complementary to one another.