Epigenetic changes to DNA, potentially heritable alterations above the sequence level, such as DNA methylation, are thought to underlie many instances of adaptive phenotypic plasticity. Our understanding of the links between epigenetic variation and adaptive phenotypic plasticity in natural populations is limited. If DNA methylation underlies adaptive responses to different nutritional environments, methylation patterns should be correlated with differences in performance across nutritional environments, and respond to changes in the environment. Additionally, genotypes that can cope with a broader range of nutritional environments are expected to have greater flexibility in methylation patterns. We tested these predictions using horned beetles (genus Onthophagus), which can cope with a wide range of variation in larval nutrition. We surveyed levels of methylation across several methylated loci in lab-reared beetles originating from natural populations using a methylation-specific amplified fragment length polymorphism (AFLP) analysis. For less than half the of the loci investigated, methylation level was correlated with performance, measured as adult body size attained on a given diet, in different nutritional environments, with an overall greater effect in males (the more nutritionally plastic sex) than females. Methylation levels at most sites were influenced more by genotype (iso-female line) than by environment (dung type). Only 1 site (of 12) showed a significant genotype-by-environment interaction. Taken together, our results provide modest support for the hypothesis that DNA methylation underlies nutritional plasticity, as only 8–16% of methylated sites conformed to all of our predictions. J. Exp. Zool. (Mol. Dev. Evol.) 320B:22–34, 2013. © 2012 Wiley Periodicals, Inc.