Ancient DNA sequencing has recently provided high-coverage archaic human genomes. However, the evolution of epigenetic regulation along the human lineage remains largely unexplored. We reconstructed the full DNA methylation maps of the Neandertal and the Denisovan by harnessing the natural degradation processes of methylated and unmethylated cytosines. Comparing these ancient methylation maps to those of present-day humans, we identified ~2000 differentially methylated regions (DMRs). Particularly, we found substantial methylation changes in the HOXD cluster that may explain anatomical differences between archaic and present-day humans. Additionally, we found that DMRs are significantly more likely to be associated with diseases. This study provides insight into the epigenetic landscape of our closest evolutionary relatives and opens a window to explore the epigenomes of extinct species.