Changes in DNA methylation, whether hypo‐ or hypermethylation, have been shown to be associated with the progression of colorectal cancer. Methylation changes substantially in the progression from normal mucosa to adenoma and to carcinoma. This phenomenon has not been studied extensively and studies have been restricted to individual CpG islands, rather than taking a whole‐genome approach. We aimed to study genome‐wide methylation changes in colorectal cancer. We obtained 10 fresh‐frozen normal tissue–cancer sample pairs, and five fresh‐frozen adenoma samples. These were run on the lllumina HumanMethylation27 whole‐genome methylation analysis system. Differential methylation between normal tissue, adenoma and carcinoma was analysed using Bayesian regression modelling, gene set enrichment analysis (GSEA) and hierarchical clustering (HC). The highest‐rated individual gene for differential methylation in carcinomas versus normal tissue and adenomas versus normal tissue was GRASP (padjusted = 1.59 × 10–5, BF = 12.62, padjusted = 1.68 × 10–6, BF = 14.53). The highest‐rated gene when comparing carcinomas versus adenomas was ATM (padjusted = 2.0 × 10–4, BF = 10.17). Hierarchical clustering demonstrated poor clustering by the CIMP criteria for methylation. GSEA demonstrated methylation changes in the Netrin–DCC and SLIT–ROBO pathways. Widespread changes in DNA methylation are seen in the transition from adenoma to carcinoma. The finding that GRASP, which encodes the general receptor for phosphoinositide 1‐associated scaffold protein, was differentially methylated in colorectal cancer is interesting. This may be a potential biomarker for colorectal cancer.