Subclinical mastitis is a widely spread disease of lactating cows. Its major pathogen is Staphylococcus aureus (S. aureus). In this study, we performed genome-wide integrative analysis of DNA methylation and transcriptional expression to identify candidate genes and pathways relevant to bovine S. aureus subclinical mastitis. The genome-scale DNA methylation profiles of peripheral blood lymphocytes in cows with S. aureus subclinical mastitis (SA group) and healthy controls (CK) were generated by methylated DNA immunoprecipitation combined with microarrays. We identified 1078 differentially methylated genes in SA cows compared with the controls. By integrating DNA methylation and transcriptome data, 58 differentially methylated genes were shared with differently expressed genes, in which 20.7% distinctly hypermethylated genes showed down-regulated expression in SA versus CK, whereas 14.3% dramatically hypomethylated genes showed up-regulated expression. Integrated pathway analysis suggested that these genes were related to inflammation, ErbB signalling pathway and mismatch repair. Further functional analysis revealed that three genes, NRG1, MST1 and NAT9, were strongly correlated with the progression of S. aureus subclinical mastitis and could be used as powerful biomarkers for the improvement of bovine mastitis resistance. Our studies lay the groundwork for epigenetic modification and mechanistic studies on susceptibility of bovine mastitis.