Characterising associations between the methylome, proteome and phenome may provide insight into biological pathways governing brain health. Here, we report an integrated DNA methylation and phenotypic study of the circulating proteome in relation to brain health. Methylome-wide association studies of 4058 plasma proteins are performed (N = 774), identifying 2928 CpG-protein associations after adjustment for multiple testing. These are independent of known genetic protein quantitative trait loci (pQTLs) and common lifestyle effects. Phenome-wide association studies of each protein are then performed in relation to 15 neurological traits (N = 1,065), identifying 405 associations between the levels of 191 proteins and cognitive scores, brain imaging measures or APOE e4 status. We uncover 35 previously unreported DNA methylation signatures for 17 protein markers of brain health. The epigenetic and proteomic markers we identify are pertinent to understanding and stratifying brain health.