Background: Deoxyribonucleic acid (DNA) methylation is an epigenetic modification involved in gene expression regulation, usually via gene silencing, which contributes to the risks of many multifactorial diseases. The aim of the present study was to analyze the influence of resting oxygen consumption on global and gene DNA methylation as well as protein secretion of inflammatory markers in blood cells from obese subjects with sleep apnea-hypopnea syndrome (SAHS). Methods: A total of 44 obese participants with SAHS were categorized in 2 groups according to their resting oxygen consumption. DNA methylation levels were evaluated using a methylation-sensitive high resolution melting approach. Results: The analyzed interleukin 6 (IL6) gene cytosine phosphate guanine (CpG) islands showed a hypomethylation, while serum IL-6 was higher in the low compared to the high oxygen consumption group (p < 0.05). Moreover, an age-related loss of DNA methylation of tumor necrosis factor (B = -0.82, 95% CI -1.33 to -0.30) and long interspersed nucleotide element 1 (B = -0.46; 95% CI -0.87 to -0.04) gene CpGs were found. Finally, studied CpG methylation levels of serpin peptidase inhibitor, clade E member 1 (r = 0.43; p = 0.01), and IL6 (r = 0.41; p = 0.02) were positively associated with fat-free mass. Conclusions: These findings suggest a potential role of oxygen in the regulation of inflammatory genes. Oxygen consumption measurement at rest could be proposed as a clinical biomarker of metabolic health.