Epigenetic reprogramming underlies specification of immune cell lineages, but patterns that uniquely define immune cell types and the mechanisms by which they are established remain unclear. Here, we identified lineage-specific DNA methylation signatures of six immune cell types from human peripheral blood and determined their relationship to other epigenetic and transcriptomic patterns. Sites of lineage-specific hypomethylation were associated with distinct combinations of transcription factors in each cell type. By contrast, sites of lineage-specific hypermethylation were restricted mostly to adaptive immune cells. PU.1 binding sites were associated with lineage-specific hypo- and hypermethylation in different cell types, suggesting that it regulates DNA methylation in a context-dependent manner. These observations indicate that innate and adaptive immune lineages are specified by distinct epigenetic mechanisms via combinatorial and context-dependent use of key transcription factors. The cell-specific epigenomics and transcriptional patterns identified serve as a foundation for future studies on immune dysregulation in diseases and aging.