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Background Melanoma is a lethal skin malignant tumor, and its formation or development is regulated by various genetic and epigenetic molecules. Although there are traditional methods provided for the doctors to evaluate the patients' prognosis or make the diagnosis, the novel method based on epigenetic markers is still needed to make the early diagnosis. Results We identified 256 melanoma-independent prognosis-related methylation sites (P < 0.0001) and divided patients into seven methylation subgroups. Methylation levels and survival time in the C2 subgroup were lower than that of other clusters (P < 0.05). We established the predicted model of prognosis risk for melanoma using the significantly changed methylation sites in C2. The model efficiently divided patients into high- and low-risk groups (area under the receiver operating characteristic curve, 0.833). Risk scores and patient survival time were negatively correlated (rs = −0.325, P < 0.0001). Genes corresponding to the independent prognosis-associated methylation sites were enriched in cancer- and immunology-related pathways. We identified 35 hub genes. DOK2, GBP4, PSMB9, and NLRC5 were significantly changed according to methylation subgroups, survival, tumor stages, and T categories and were positively correlated, which was validated in the testing group (P < 0.05). The levels of DOK2, GBP4, PSMB9, and NLRC5 had an opposite trend to their methylation sites in patients with poor prognosis. Conclusions We identified seven DNA methylation subtypes and constructed a highly effective prognosis risk assessment model. The transcript levels of key genes corresponding to the independent prognosis-related methylation sites were significantly changed in patients according to prognosis and positively correlated with each other, indicating they may collaboratively promote melanoma formation. These findings further our understanding of the mechanism of melanoma and provide new targets for diagnosis and treatment.