DNA methylation is an epigenetic mark that can stably repress gene expression. Because of its biological and clinical significance, several methods have been developed to compare genome-wide patterns of methylation between groups of samples. The application of gene set analysis to identify relevant groups of genes that are enriched for differentially methylated genes is often a major component of the analysis of these data. This can be used, for example, to identify processes or pathways that are perturbed in disease development. We show that gene-set analysis, as it is typically applied to genome-wide methylation assays, is severely biased as a result of differences in the numbers of CpG sites associated with different classes of genes and gene promoters.