Methylation at DNA, RNA and protein levels plays critical roles in many cellular processes and is associated with diverse differentiation events, physiological activities and human diseases. To aid in the diagnostic and therapeutic design for cancer treatment utilising methylation, this review provides a boutique yet comprehensive overview on methylation at different levels including the mechanisms, cross-talking and clinical implications with a particular focus on cancers. We conclude that DNA methylation is the sole type of methylation that has been largely translated into clinics and used for, mostly, early diagnosis. Translating the onco-therapeutic and prognostic values of RNA and protein methylations into clinical use deserves intensive efforts. Simultaneous examination of methylations at multiple levels or together with other forms of molecular markers represents an interesting research direction with profound clinical translational potential.