A high body mass (BMI) index has repeatedly been associated with non-atopic asthma, but the biological mechanism linking obesity to asthma is still poorly understood. We aimed to test the hypothesis that inflammation and/or innate immunity plays a role in the obesity-asthma link. DNA methylome was measured in blood samples of 61 non-atopic participants with asthma and 146 non-atopic participants without asthma (non-smokers for at least 10 years) taking part in the Swiss Cohort Study on Air Pollution and Lung and Heart Diseases in Adults (SAPALDIA) study. Modification by DNA methylation of the association of BMI or BMI change over 10 years with adult-onset asthma was examined at each CpG site and differentially methylated region. Pathway enrichment tests were conducted for genes in a priori curated inflammatory pathways and the NLRP3-IL1B-IL17 axis. The latter was chosen on the basis of previous work in mice. Inflammatory pathways including glucocorticoid/PPAR signaling (p = 0.0023), MAPK signaling (p = 0.013), NF-κB signaling (p = 0.031), and PI3K/AKT signaling (p = 0.031) were enriched for the effect modification of BMI, while NLRP3-IL1B-IL17 axis was enriched for the effect modification of BMI change over 10 years (p = 0.046). DNA methylation measured in peripheral blood is consistent with inflammation as a link between BMI and adult-onset asthma and with the NLRP3-IL1B-IL17 axis as a link between BMI change over 10 years and adult-onset asthma in non-atopic participants.