Malignant melanoma is the most serious, life-threatening form of all dermatologic diseases, with a poor prognosis in the presence of metastases and advanced disease. Despite recent advances in targeted therapy and immunotherapy, there is still a critical need for a better understanding of the fundamental mechanisms behind melanoma progression and resistance onset. Recent advances in genome-wide methylation methods have revealed that aberrant changes in the pattern of DNA methylation play an important role in many aspects of cancer progression, including cell proliferation and migration, evasion of cell death, invasion, and metastasization. The purpose of the current review was to gather evidence regarding the usefulness of DNA methylation tracking in liquid biopsy as a potential biomarker in melanoma. We investigated the key genes and signal transduction pathways that have been found to be altered epigenetically in melanoma. We then highlighted the circulating tumor components present in blood, including circulating melanoma cells (CMC), circulating tumor DNA (ctDNA), and tumor-derived extracellular vesicles (EVs), as a valuable source for identifying relevant aberrations in DNA methylation. Finally, we focused on DNA methylation signatures as a marker for tracking response to therapy and resistance, thus facilitating personalized medicine and decision-making in the treatment of melanoma patients.