Growing evidence has revealed the crucial role of epigenetics in tumor progression and immune response. However, the molecular subtypes and their microenvironment characterization mediated by DNA methylation regulators in hepatocellular carcinoma remain little known. In this study, we comprehensively integrated the transcriptome profiling of twenty DNA methylation regulators in hepatocellular carcinoma. Consensus clustering was used to identify distinct methylation regulator-related molecular subtypes. The prognostic DMS signature was constructed using principal components analysis. Most regulators experienced a low genomic variation, but we found a remarkably difference in mRNA expression of these regulators between normal and tumor tissues. Three distinct methylation regulator-related molecular subtypes were successfully identified according to the expression of 20 regulators, which had substantially different biological characteristics and prognosis. The classic carcinogenic pathways and stromal activity including TGF-beta, p53 and WNT signaling pathway were significantly activated in subtype B, leading to a survival inferiority in subtype B compared to other two subtypes. Further analysis demonstrated the constructed DMS signature was an independent predictive biomarker in patient prognosis. Two anti-checkpoint immunotherapy cohorts demonstrated patients with high DMS presented significantly improved treatment advantages and enhanced responses especially the survival prolonged. Generally, the high DMS groups improved more than 15% clinical response to immunotherapy than low DMS groups. In conclusion, this study identified three DNA methylation regulator-related subtypes with distinct clinical, molecular and biological characteristics, and constructed a prognostic and immunotherapeutic relevant gene signature. It might help to promote individualized immunotherapy for hepatocellular carcinoma from the perspective DNA methylation regulators.