Advanced integrative analysis of DNA methylation and transcriptomics data may provide deeper insights into smoke-induced epigenetic alterations, their effects on gene expression and related biological processes, linking cigarette smoking and related diseases. We hypothesize that accumulation of DNA methylation changes in CpG sites across genomic locations of different genes might have biological significance. We tested the hypothesis by performing gene set based integrative analysis of blood DNA methylation and transcriptomics data to identify potential transcriptomic consequences of smoking via changes in DNA methylation in the Young Finns Study (YFS) participants (n= 1114, aged 34–49 years, women: 54%, men: 46%). First, we performed epigenome-wide association study (EWAS) of smoking. We then defined sets of genes based on DNA methylation status within their genomic regions, for example, sets of genes containing hyper- or hypomethylated CpG sites in their body or promoter regions. Gene set analysis was performed using transcriptomics data from the same participants. Two sets of genes, one containing 49 genes with hypomethylated CpG sites in their body region and the other containing 33 genes with hypomethylated CpG sites in their promoter region, were differentially expressed among the smokers. Genes in the two gene sets are involved in bone formation, metal ion transport, cell death, peptidyl-serine phosphorylation, and cerebral cortex development process, revealing epigenetic–transcriptomic pathways to smoking-related diseases such as osteoporosis, atherosclerosis, and cognitive impairment. These findings contribute to a deeper understanding of the pathophysiology of smoking-related diseases and may provide potential therapeutic targets.