The immune system can monitor tumor development, and DNA methylation is involved in the body’s immune response to tumors. In this work, we investigate whether DNA methylation alterations in peripheral blood mononuclear cells (PBMCs) could be used as markers for early detection of breast cancer (BC) from the perspective of tumor immune alterations. We identify four BC-specific methylation markers by combining Infinium 850 K BeadChips, pyrosequencing and targeted bisulfite sequencing. Based on the four methylation markers in PBMCs of BC, we develop an efficient and convenient multiplex methylation-specific quantitative PCR assay for the detection of BC and validate its diagnostic performance in a multicenter cohort. This assay was able to distinguish early-stage BC patients from normal controls, with an AUC of 0.940, sensitivity of 93.2%, and specificity of 90.4%. More importantly, this assay outperformed existing clinical diagnostic methods, especially in the detection of early-stage and minimal tumors.