Osteoporosis is one of the most common metabolic skeletal diseases, which affects more than 200 million people worldwide, especially elderly and postmenopausal women. One of the main processes of osteoporosis is attenuated bone formation. Abundant evidence has confirmed that overactivated osteoclasts are responsible for the attenuated bone formation. This study aims at identifying novel methylation-associated biomarkers and therapeutic targets in osteoclasts by integrally analyzing methylation profiles and gene expression data. DNA methylation profile and gene expression data were obtained from the Gene Expression Omnibus (GEO) database. Subsequently, we integrated the two sets of data to screen for differentially expressed genes with differential methylation level (DM-DEGs) between osteoclasts and CD14(+) monocytes from donors. Then, Gene Ontology (GO) analysis and Kyoto Encyclopedia of Genes and Genomes (KEGG) pathway analysis were performed to uncover the enriched functions and pathways of identified DM-DEGs. In addition, by combining protein-protein interaction analysis and receiver-operator characteristic analysis, we finally identified four hub DM-DEGs. Gene Set Enrichment Analysis was utilized to validate and investigate the potential biological functions of the four hub DM-DEGs. Finally, Real-time quantitative PCR (QPCR) was performed to validate the mRNA expression level of the four identified hub DM-DEGs during osteoclast differentiation. CCRL2, CCL18, C1QB, and SELL were highly correlated with osteoclastic differentiation and osteoporosis phenotype. QPCR revealed that the expression of CCRL2, CCL18, and C1QB was increased during osteoclast differentiation, whereas the expression of SELL was decreased. The present study indicated a connection between gene expression and DNA methylation during osteoclast differentiation and that four hub DM-DEGs in osteoclastogenesis and osteoporosis pathogenesis might be potential candidates for intensive research and therapeutic targets for the treatment of osteoporosis.